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.
In computing, a script is a small program or section of code which is 'read' and executed by another, primary application.
Malicious scripts are usually (but not always) detected as trojans. Examples of malicious scripts include: