It launches when you click it and does something nasty to damage your system, however, your system denies access, thus displaying the message. I assume that is a Windows OS.
to remove it, reboot into safe mode, then:
click start>run
type
cmd
press ENTER.
type:
type c:\autorun.inf
press ENTER. it will display something blablabla...
example:
[Autorun]
shellexecute=\recycler\dllcache32.exe
that is the virus. sometimes it's in a directory as stated above. sometimes it's just in the hard disk root. like:
[Autorun]
shellexecute=scandal.vbs