You're not clear on whether the virus you found on the USB stick was a Windows virus or not. Everyone else in the thread laughing off the "no viruses for OS X" are correct, but that doesn't mean you don't have a virus that will infect a PC.
In fact, that happened to me recently. I put some presentation files on a USB stick so they could load my presentation on a computer, and later on when I put the USB stick back in my computer, I found a Windows VBScript virus. Obviously it did no harm to my Mac, but I immediately warned those guys to scan their computer for viruses. Luckily I did not plug the USB stick into a PC of my own, or I might have been infected as well.
If you're on a Mac, you can just delete the file (and empty the trash). That should get rid of the virus. The resaon why you can't do that on a PC is because by the time you've plugged in the stick, the virus has already loaded itself into memory so after you delete it, it'll just save itself onto the stick again.
OS X virus scanners can still be useful if they detect Windows viruses so you don't accidentally infect someone else's PC.