The Diagnostic Utility is only run on the Enterprise Console, not the individual local systems. The option appears on the Start / Programs / Sophos area on the Sophos Enterprise Console. Once you run it, it will accumulate 300-500 logs, bundle them up and then zip the file. When it is complete, you can email the zipped files (7-10MB) back to Sophos for further analysis. Sophos usually will request a zip file when the problem is too difficult to diagnose on the fly.
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