Alerting at the early stage of malware invasion turns out to be an important complement to malware detection and elimination. This paper addresses the issue of how to dynamically contain the prevalence of malware at a lower cost, provided alerting is feasible. A controlled epidemic model with alert is established, and an optimal control problem based on the epidemic model is formulated. The optimality system for the optimal control problem is derived. The structure of an optimal control for the proposed optimal control problem is characterized under some conditions. Numerical examples show that the cost-efficiency of an optimal control strategy can be enhanced by adjusting the upper and lower bounds on admissible controls.