Clarification about some basic questions

The notification disappearing means that the malicious file is no longer on your computer -- this is either because Sophos removed it (in which case you would have got an alert or message stating this was happening) or because the malicious file was in your cache folder and the OS purged it automatically.

To repeat: if you already have Sophos installed and you're getting these alerts via the On-Access scans, Sophos is preventing anything from happening; the file has ended up on your computer, but is completely harmless, as it is being blocked by Sophos.  Your computer has never become infected, it has just had a malicious file dropped onto it via some means (likely your web browser).

On any platform, the best way to prevent these files from showing up in the first place is to disable Java and Javascript in the web browser.  My particular favourite method is to run the NoScript plugin in Firefox; I only use Safari on specific sites which dd not like this setup, and which are digitally signed.  You should also ensure that the "Open 'safe' files after downloading" checkbox in Safari's General Preferences pane is UNCHECKED.  Safari considers PDF documents and Zip archives to be "safe" and will run them.  Javascript is enabled by default in most PDF viewers, which means with that checkbox checked, any web site attempting to serve a PDF to a Safari web browser can automatically run malicious javascript within the PDF, and your web browser has no way to stop it.  All browsers except Safari prevent this sort of activity by default.

The reason we tend to use the term "malware" instead of "virus" is that viruses attach themselves to software already running on your computer to spread and perform their design tasks -- most other malicious software (malware) requires you or your computer to intentionally run it, and it runs as a unique process that can be identified and controlled/eliminated.  Almost all malware for OS X falls under this category.

Remember too, that Sophos detects ALL malware, including all the Windows drive-by malware that your web browser will happily download and attempt to run on your Mac -- but it won't run even without Sophos Anti-Virus, because it's designed to work on Windows.  It will, however, still sit there in your browser cache until the OS cleans it up.

The notification disappearing means that the malicious file is no longer on your computer -- this is either because Sophos removed it (in which case you would have got an alert or message stating this was happening) or because the malicious file was in your cache folder and the OS purged it automatically.

To repeat: if you already have Sophos installed and you're getting these alerts via the On-Access scans, Sophos is preventing anything from happening; the file has ended up on your computer, but is completely harmless, as it is being blocked by Sophos.  Your computer has never become infected, it has just had a malicious file dropped onto it via some means (likely your web browser).

On any platform, the best way to prevent these files from showing up in the first place is to disable Java and Javascript in the web browser.  My particular favourite method is to run the NoScript plugin in Firefox; I only use Safari on specific sites which dd not like this setup, and which are digitally signed.  You should also ensure that the "Open 'safe' files after downloading" checkbox in Safari's General Preferences pane is UNCHECKED.  Safari considers PDF documents and Zip archives to be "safe" and will run them.  Javascript is enabled by default in most PDF viewers, which means with that checkbox checked, any web site attempting to serve a PDF to a Safari web browser can automatically run malicious javascript within the PDF, and your web browser has no way to stop it.  All browsers except Safari prevent this sort of activity by default.

The reason we tend to use the term "malware" instead of "virus" is that viruses attach themselves to software already running on your computer to spread and perform their design tasks -- most other malicious software (malware) requires you or your computer to intentionally run it, and it runs as a unique process that can be identified and controlled/eliminated.  Almost all malware for OS X falls under this category.

Remember too, that Sophos detects ALL malware, including all the Windows drive-by malware that your web browser will happily download and attempt to run on your Mac -- but it won't run even without Sophos Anti-Virus, because it's designed to work on Windows.  It will, however, still sit there in your browser cache until the OS cleans it up.