Is Win32: Malware-gen dangerous for MacBook Pro?

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That's a Windows virus, so it's not affecting to your MacBook.

However, that virus can be transferred to any other PC, so it's important you remove it. Install an antivirus like ClamXav or Sophos, run a test and copy the result back. Also, tell us where the file with the virus is

It's a PDF file stored in one of your local snapshots. You can remove it if you want to

It's probable that the virus is in more than one local snapshot. Remove all of them

Those are in your local snapshots folder, and they will be automatically removed tomorrow (when they are past one week old). Don't worry about them. It's best not to mess around with your local snapshots, and isn't easy to do anyway.