This program is packed using a packer program associated with numerous other malware.
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.
The detection name Packed:W32/FSG indicates the suspect file was compressed or packed using the FSG compressor program, a popular utility that is also commonly used to pack malicious programs. The suspect file may also have been packed in such a way that safe analysis of the file is difficult.
The file is therefore flagged as a security risk as a precautionary measure.