WM/Sad is a simple Word macro virus that does not do anything but replicate.
It infects the global template when an infected document is opened. After that every closed document will be infected.
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.
It contains the following macro description:
Installed to your NORMAL template as AutoClose to clean the prank macros from any documents that you open then close.
This description is on "AutoClose" macro in the global template, and on "Sad" macro on infected documents. It is viewable from "Tools/Macro" dialog.