keyed in the address to go to website on friday and immediately after hitting enter,
in the background up popped a blank pdf file.
I got an alert from zonealarm telling me that it tried to fix a file and couldn't so it quarantined it.
It said the file was infected with Rootkit.Win32.TDSS.eyj.
the path of the file was for a file
in my temporary internet files folder so i know it wasn't an existing file because I always file clear my cached files at least 2 or 3 times a day.

I ran a complete virus/spyware scan and nothing was found (although I was not in safe mode).
My question is...Do I need to be worried about being infected or did zonealarm catch everything before any damage was done?

ZoneAlarm Internt Security Suite version 7.0.483.000Windows XP Pro - Service Pack 2