This type of trojan secretly downloads malicious files from a remote server, then installs and executes the files.
Based on the settings of your F-Secure security product, it will either automatically delete, quarantine or rename the detected program or file, or ask you for a desired action.
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This is the Trojan-Downloader:Java/Agent family description.
Java/Agent is a very large family of trojans that download other programs, usually malware, onto the infected computer. The capabilities of a specific Java/Agent variant can vary widely and may include significant payloads. These variants may be able to function as backdoors, rootkits, worms, etc.
For representative examples of the various variant capabilities, please see the Trojan-Downloader:W32/Agent description.
These malware run on the popular Java cross-platform operating environment, often by exploiting a vulnerability in older versions of the environment. It is therefore recommended to keep the Java program updated, in order to prevent attacks against known vulnerabilities.