While Apple’s new update feature will likely catch this in the next few days, it does show how stubborn these malware developers are going to be.

Mac Defender Variant Bypassed OS X Anti-Malware Software Within Hours | Cult of Mac.

Update: According to CNET, there is a bug in the new automatic security updates feature that may cause the checkbox to be unchecked if the Security Preference pane is left open for more than 30 seconds.
http://reviews.cnet.com/8301-13727_7-20067942-263.html?part=rss&tag=feed&subj=MacFixIt