NukeGenVir is a fully commercial virus generator written in France or Holland. The maker of the product tells that it is a toolkit for testing anti-virus products.
Depending on the settings of your F-Secure security product, it will either automatically delete, quarantine or rename the suspect file, or ask you for a desired action.
More information on the scanning and removal options available in your F-Secure product can be found in the Help Center.
You may also refer to the Knowledge Base on the F-Secure Community site for more information.