MS02-039 SQL Exploit Virus per PC-cillin

I just set up my new XPS410; Microsoft XP Media Center computer. The virus software package purchased was PC-cillin. I am receiving daily PC-cillin Messages about MS02-039 SQL_SERVER_RESOLUTION_EXPLOIT an SQL Slammer Malware. The KBA is for SQL Server 2000 and Microsoft Desktop Engine 2000.

Does one need to be concerned with this message? Also, is this a trait of PC-cillin (notifcation of non related virus attacks)?

Thanks in advance