How to remove MacDefender on Mac

I am afraid I accidentally downloaded MacDefender on my Mac.
I thought it was an antivirus, but it turned out when I scanned the web that it came with a malware.
Can anyone provide me a step by step procedure on how to remove this malware?
I have moved the MacDefender.mpkg to trash when I clicked the Move to Trash button in the error message and have emptied it.
Thanks in advance.
Screenshot of error message I got:

MacDefender.mpkg will damage your computer.
You should move it to the Trash.
Safari downloaded this file today at 2:24 PM from 169.254.77.133. It contains the “OSX.MacDefender.A” malware.
