Malware Threat Detected...Dialog Box Disappears before I can interact...Is Threat gone?

Hello,

I'm running Sophos Anti-Virus 8.0.21C on a MacBook Pro on MacOS 10.6.8.

Here's my question:

- while browsing the web I received a Sophos dialog box that indicated something like "malware threat detected"

- before I had a chance to fully read the dialog or interact, the dialog box closed itself

- I immediately ran a manual scan and it did not detect a threat

- this is the first time I've received a dialog box from Sophos after several years of running the software, so perhaps it was the first threat detected in that time period

I have Sophos configured to automatically clean up threats.  I'm just surprised that the dialog box would disappear without any action from me and I'm somewhat concerned that the threat may still be present.

Is this the typical way in which the software would clean up a threat?  Do I have anything to worry about.  Is there a way to find a log of the action taken (I've looked at logs, but can't find any evidence that the treat was cleaned up)?

Thanks in advance for any insight you can offer!