VMProtect is a Russian-made security envelope and file compressor utility that makes reverse engineering of protected software quite difficult. According to reports, VMProtect has been lately used to obfuscate malicious software, so heuristic detection for it was added into F-Secure Anti-Virus.
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.