If this was an unexplored warppoint, what you should have done was give the frigate an order to warp, then an order to moveto the near side of the warppoint (ie. warp back)
If it was explored, you'd have to give orders to keep moving after warping.
And in any case, DONT clear orders when you sight an enemy.
PS:
ISTR somebody said that combat occurs every 7 days...
so, a ship with 10 movement could get in and out before combat can occur, if they start their turn on the warppoint. (1 MP every 3 days)
... That might also work to run a WP blockade.
(OOh, evil PBW tricks...
)