That does sound strange.
The fact that you couldn't find any reference to the name (nor I), it doesn't necessarily mean it's not a threat. There are many randomly named files, which ARE a threat. Just to be sure, why not try scanning with Malwarebytes' Anti-Malware and an online scanner?
ESET's Online Scanner
You wrote, "when cursoring over a preview image had a file launch to scan a threat under the Windows Security heading". Can I presume when you wrote, "Windows Security" heading, it wasn't something LIKE this "Windows Security"? While the description of the rogue, does NOT match your experience, there are other rogues which might. Hopefully, you were one step ahead of it, if it was.
I would suggest scanning with the above, if only for peace of mind.
I was browsing Google Images yesterday and when cursoring over a preview image had a file launch to scan a threat under the Windows Security heading. It looked totally bogus and the file name was:
I quickly ctrl alt del and closed the browser- Firefox (3.6.17); updated my MSE virus files and shutdown the computer. Cold reboot, quick scan revealed nothing. I reopened Firefox, did a Google search for the file name (domain name?) came up with nothing. Bing search- nothing. Which is odd because I've never been unable to find a file name from a search before.
Went back to my image search again. Same thing happened (checked the spelling too) and I was ready with ctrl alt del to stop it; got it in Chrome too but not IE9. In Chrome it tried to offer to save to my download directory but I was too weirded out to even let that happen. A full MSE scan showed no threat. A search of my computer for the file name- same thing: nada.
Any ideas here? it is too weird but you never know; I am really careful about websites that auto launch executables but since I couldn't find anything on this particular scenario via a couple of search platforms to determine the real (perceived) threat, I thought I would throw it out to ether.