when i try with the file name ".Ink" in user defined policy in unwanted program application, VSE can not detect these types of file.
User-Defined Policy in PUP is used only if you know the exact filename you are trying to block. Use Access Protection rule with wildcard **\*.lnk as mentioned earlier in thread,
Yes, what lizzard says. Sorry for leading you in the wrong direction, I didn't know that Unwanted Programs couldn't filter on file extension.
Bear in mind though that deleting the lnk-files only deletes the symptoms, not the root cause. If McAfee can't detect the virus you should try to find it on a client and post suspicious samples to McAfee Labs.