Windows Vista and Windows 7 Beta users: If you are suddenly getting alerts from the Windows Security Center, you may need to make sure you're running the latest version of your antivirus software. Microsoft changed the way the Security Center works, and as a result it may no longer be able to communicate with your AV product to see if it's working. If you see a red shield in your system tray, go to Start (Orb)-->Control Panel-->Security Center. If you see this:

"[your AV product's name] is on but is reporting its status to Windows Security Center in a format that is no longer supported. Use the program's automatic updating feature, or contact the program manufacturer for an updated version"

Then you have this issue. If you are running the current version of Sophos Anti-Virus (7.6.9 as of this writing) you should not have any problems with this. If you are using a product other than Sophos Anti-Virus, make sure you are running the most up-to-date version.

Further reading:
Upcoming Action Center Changes for Security Vendor Software