Configure Sophos Anti-Virus for Windows
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Right click on the Sophos Anti-Virus icon in the System Tray and select Open Sophos Anti-Virus
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Click on Configure Sophos Anti-Virus
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Select On-access scanning.

- In theOn-access scan settings for this computer select the Cleanup tab. Tick the Automatically clean up items that contain virus/spyware check-box and set the secondary action If you do not use automatic cleanup, or if the cleanup fails... to delete and click OK.
PLEASE NOTE: The above setting will delete file(s) that can not be repaired/disinfected by Sophos Anti-Virus. If you do not want file(s) to be deleted choose another option from "Other actions against infected files".