I have a subscription to Mcafee that is on automatic update. I have the firewall turned on. I have scanning set to real time. So why:
1. Did I get another infection of Security Sheild?
2. When You search the Mcafee site there is no mention of the Security Sheild Malware?
3. Why doesn't Mcafee have removal tools? I have to be refered to a third party site to get rid of this virus that Mcafee let on my computer!?!
4. Why would I be stupid enough to renew my subscription this year?
5. Why does Mcafee think that I would pay them $85 to remove the virus they allowed on my computer?
You must have clicked on something risky.
None of the major antivirus applications stop these things because of the way they work. Hence specialist tools such as the ones mentioned here: https://community.mcafee.com/docs/DOC-2168 you'll notice that Stinger is designed for things like Security Shield, but there are other suggestions there too.
There's an excellent removal guide on the web here: http://www.bleepingcomputer.com/virus-removal/remove-security-shield scroll down the page as the first links you see are all advertising.
All the major antivirus vendors charge for one-on-one virus removal but there is plenty of help out there available for free as I have just posted.