Hackers-red.gif file appearing after windows update

[Rue18]

I pressed 'update and shut down' as normal when an update appears. The next day when I turned on my laptop, in the center of my desktop it had a file entitled 'hackers-red.gif' with a black box as its file picture. The file showed as having been downloaded at the same time as I did the 'update and shutdown'.Is my computer under threat? My virus scans didn't pick up on any threats.Has anyone else had this?

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