I created another thread because this problem has nothing to do with the other one I had.
I was away from my computer and when I came back 'mcupdshm.dll' had crashed and forced McAfee to close, after this happened, the McAfee Total Protection is no longer on my desktop but I can access it from the Start menu or the toolbar.
Now there is just a blank space where it was, it's really digging on my OCD.
Any help would be appreciated.
I found a mcsync log which is relevant to this. mcsync enumerates everything on the desktop, and is responsible for removing and re-establishing the McAfee desktop shortcut. This is another manifestation of a problem in the mcsync code, perhaps.