Question about Kaspersky Internet Security 2009?

Hi,
I recently purchased Kaspersky Internet Security 2009 after a friend recommended it.
When I went to do a full scan, it detected 6 active threats.
At the bottom of the page, it said 'Disinfect All' and 'Quarantine,' but 'Disinfect All' could not be clicked on.
When I clicked on 'Quarantine,' it opened up my files, and I had no idea what to do.
So how can I actually delete these threats?
Or does Kaspersky only DETECT the threats, and not do anything about them?
By the way, my scan settings are 'On threat detection: Select action automatically.'
I thought that this meant it would automatically delete them, yet they are still on the list?
Help appreciated! (:

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