is part of the spreading mechanism used by Worm:Win32/Gamarue, and is usually found on removable drives. The shortcut is used to invoke a Worm:Win32/Gamarue component, which might be detected as Worm:Win32/Gamarue.N.
If you click the shortcut, a worm detected as Worm:Win32/Gamarue.N will run.
See the family description Worm:Win32/Gamarue for more information.
Analysis by Ray Roberts
Alerts from your security software may be the only symptom.