The 'Joke.WinError' is a joke program. Being run it installs itself to system. It copies itself as WINERROR.EXE to \WINDOWS directory and sets system and hidden attributes to its file. Then it adds its execution to WIN.INI file after 'LOAD=' string.
When Windows boots up the joke program is loaded and stays resident. From time to time it generates Windows low-level error messages (big white windows) like 'Keyboard not connected' and so on.
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.