This section contains spoilers for: Dragon Age: Origins - Awakening.
If she does not arrest Anders at the Vigil because the Warden-Commander chose to conscript him, she will take the matter in her own hands later in the City of Amaranthine during Freedom for Anders. The Warden-Commander will have to choose whether to give Anders to her, or keep him in the party. If the latter is chosen, Rylock will attempt to take Anders by force and must be killed.
"Your Majesty, beware! This man is a dangerous criminal!" (Referring to Anders)
"The Chantry's authority supersedes the crown in this matter. You cannot hide within the Grey Wardens' ranks." (in Freedom for Anders.)