The Sound of Silence - S1.E23

A UFO hides in a lake on a country estate of a well-known equestrian, and the equestrian himself vanishes. When SHADO tracks down the UFO and manages to destroy it in an exchange of pot-shots, the UFO breaks up and leaves a thing floating in the water. Treated as if it is a bomb, it is brought back to SHADO and examined, with unexpected results.