How do I delete this pesky dmg? I never asked for it and never uploaded or downloaded it. When I try to "Empty Trash" it is much to clever and says "it is in use."
PC Risk has a page on its removal - How to remove NG Player from Mac?
Ultimately they're trying to sell you their own software, but you can read their guide for free ;-)
You should also invest in a proper, recognised, full-time antivirus suite. Macs are not immune to infection, merely less-likely targets overall.