Au_.exe? Still not sure what it is after looking at the forums. Computer infected?

Got an alert from Norton 360 with a Low severity that said it made 10 modifications to my computer.

 

Program c:\documents and settings\ca\local settings\temp\~nsu.tmp\au_.exe

 

I did Norton 360 scan and Malwarebytes Anti-Malware scan and everything came up clean. Then did one with SUPERAnitSpyware and the only thing that it came up with was some flash cookies. 

 

The thing that was weird was that when I went to My Documents and clicked on it to open it didn't let me. It said something about me not having permission. First time ever that has happened to me , specially since it's my computer and I am the only one that uses it. After the 10th time clicking on it I was able to open my documents folder and never had a problem again.

 

If anyone can make any sense from all of this it would be great. I just hope that au_.exe did not infect my computer. Thanks