If it was a notification from your anti-virus it may be an alert from something you just downloaded. I know that alert often pops-up when people download and install Cain & Abel. You'll have to give us more info to get any better advice though. :/
Yeah depending on your anti-virus it should have a log file utility somewhere showing what its blocked or warned you about. if you could screenshot the precise entry your talk about and post it we may be able to help more.