VLC is notorious for malware. Besides 7ZIP it has to be the most backdoored app on earth. I would be really careful downloading it from anywhere, even from the official site of VLC, I would double check and check hash and upload to VT. I guess the lesson is use an adblocker to block adds, it's one of the first things users should do on any new PC/Laptop/Tablet/Phone is to install one.