This paper presents a supervised methodology that detects malware based on positive selection. Malware detection is a challenging problem due to the rapid growth of the number of malware and increasing complexity. Run-time monitoring of program execution behavior is widely used to discriminate between benign and malicious executables due to its effectiveness and robustness. This paper proposes a novel classification algorithm based on the idea of positive selection, which is one of the important algorithms in Artificial Immune Systems (AIS), inspired by positive selection of T-cells. The proposed algorithm is applied to learn and classify program behavior based on I/O Request Packets (IRP). In our experiments, the proposed algorithm outperforms ANSC, Naïve Bayes, Bayesian Networks, Support Vector Machine, and C4.5 Decision Tree. This algorithm can also be used in general purpose classification problems not just two-class but multi-class problems.