Let me put it like this – once a virus, always a virus. Once an exploit is released for some known vulnerability, then there is always a threat of that vulnerability being exploited on an unpatched machine. Take threat warnings from sources like Kaspersky, McAfee, Symantec and others seriously. Keep your system(s) patched and don’t make bad decisions in what you do on the computer and you will be much safer than those that don’t stay patched and do make stupid decisions.
Normally, Kaspersky antivirus or any antivirus software quarantine potential virus programs so that it could be safely removed without totally damaging and deleting the file itself. However, there are instances that recorded threats from Kaspersky are really potential threats that should be removed immediately without any backup.