What mauserme said about removing the downloader could well be correct. Whilst the removal of the file would have appeared to have resolved the problem, I have some questions about your overall protection.

If this was something that happened immediately on boot (no internet connection) I would be concerned that it might not have been a downloader? Unless you have an always on connection that gets established very quickly allowing the downloader to work.

If it were a downloader at work, I would like to have thought that the web shield would intercept the file being downloaded? But, since you never said what the location was we can’t say which shield detected it. Essential information to help us is the malware name, the infected file name and its location.

Again if it were a downloader at work I would also wonder why your firewall (which is ?) didn’t block an unauthorised outbound connection.