An exploit is a short code or script that uses a vulnerability to perform malicious actions.
The HTML.Mht exploit is embedded to HTML web pages. It attempts to download and install a malicious program on your computer by using a security vulnerability in Internet Explorer.
More information about this security vulnerability, including a fix, is available from Microsoft:http://www.microsoft.com/technet/security/bulletin/MS04-025.mspx
Once detected, the F-Secure security product will automatically disinfect the suspect file by either deleting it or renaming it.