Look in the system event log (start, run, eventvwr.msc) and look for yellow
triangle messages with source WinDefend. That should show you the precise
path and object name involved. I believe you should be able to simply
delete this. This error is one which is put out when the infected item is
part of an archive file--a zip, for example. Microsoft does not want to
simply delete the whole zip in case there is valuable stuff in there in
addition to the malware--user your judgemet--consider renaming the file, for
example, and deleting it later--most such objects I've looked at so far are
"pure" spyware.