There is no virus by this name. However, Linux/Unix-based script code naming itself "Millennium worm" was posted to Bugtraq mailing list in September 1999.
This code does not appear to work.
Once detected, the F-Secure security product will automatically disinfect the suspect file by either deleting it or renaming it.
More information on 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.