"Threat detected" warning window, but item disappears from Quarantine Manager

I'm hoping someone might be able to help me with this, I'm not very tech savvy. 

For the past few days, whenever I have a browser open I get a pop up from Sophos which says:

Threat detected by Sophos Anti-Virus
'Virus/Spyware'Mal/Phish-A has been detected and listed in Quarantine Manager

When I open the Quarantine Manager I can see it in the list, but then it disappears.   When I do a full scan Sophos doesn't find any viruses.

When I click on the virus name it takes me to this page:    http://www.sophos.com/en-us/threat-center/threat-analyses/viruses-and-spyware/Mal~Phish-A.aspx

If anyone has a suggestion it would be grately appreciated!  Thanks.