Does Sophos only warn of a threat when a file is already infected, or does it also provide protection when I am browsing the internet in either Explorer or Safari
Please see this top result from searching for "web":
http://openforum.sophos.com/t5/Sophos-Anti-Virus-for-Mac-Home/How-do-you-setup-Sophos-AV-Mac-Home-Edition-to-scan-all-OUTGOING/m-p/1253#M700