I assume this is the Shredder that is giving this result?
Some Temporary Files are not deletable as they are still in use.
On 2nd thoughts, if this is a malware scan then you could try Safe Mode if it is telling you it isn't deletable.
Otherwise try some of the "Free 3rd Party Tools HERE such as Adwcleaner and Malwarebytes Free or Zemana.
This is Relevant Knowledge, and it's adware.
If McAfee detects it but won't or can't remove it, try Malwarebytes..
Get Malwarebytes HERE (you want the FREE version).
Moved into Home User Assistance sub-group