It is a satirical "antivirus" that fills your screen with "Major League Gaming" (MLG) memes, loud music (like the "Sad Violin"), and flashing lights when you run it.
Because "MLG.exe" is not a single official product, what you find depends on the source: MLG Antivirus Parody: mlg.exe download
If you could provide more context about "mlg.exe," such as what software it's associated with or its intended use, I could offer more specific advice. It is a satirical "antivirus" that fills your
If you have already downloaded or, worse, run an mlg.exe file, take these steps immediately: loud music (like the "Sad Violin")