Junior Member Sparky
Like 6_Pac, I am also unfamiliar with Bullguard products but I know a liltte about AV's.
Now, all AVs will have a logs/reports of all their scans and these logs will tell you exactly where the virus (or whatever) is found on your hard disk.
However, some scans will be switched on automatically others may have to be switched on manually, you will have to counsult your Bullguard user manual to find out whether your log recording facility is automatic or not.
In the past, I have had to delete compressed viruses manually, after finding out where they are situated.
So, the moral of this story is

, read your AV logs.
UK Bob