What should I do with a detected threat by my AVG Web Shield?

My AVG Anti-Virus 8′s Web Shield detected a threat called ‘Exploit Rogue Spyware Scanner’. BUT it did not ask what I wanted to do with the threat… it did not give me any options. When I go to ‘History’ then ‘Web Shield Findings’ I see the threat there. But AVG did not tell me if it removed the threat or healed it?
And if I want to remove or heal it, I see no buttons there allowing me to do so.
I have rescanned my whole computer 2 times on autoscan…

Web Shield blocks a threat before it enters your computer. There is nothing for you to do.

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