We present the need (especially critical for multiscale simulations) of extending standard equilibrium Molecular Dynamics to nonequilibrium situations. We show how this is possible in full rigor by use of the nonlinear Kubo-Onsager relation, connecting dynamical nonequilibrium averages to equilibrium (more genarally, initial distribution) averages over suitable time-evolved variables. To show the power of the method we apply it to study the onset of the convective circulation in liquids establishing as stationary asymptotic state the convective rolls know also as Benard cells.