Moved to Malware Discussion.
With absolutely no details given it's a guess as to what it is and I am assuming you don't mean McAfee is on your screen all the time. But as a starter try running the free version of these two tools and let them remove everything they find.
Reboot if asked. Update them before running them.
Thanks for your time. The first tool solved my problem. It found 10 threats and removed them successfully. 'Alpha Antivirus' was the phoney that kept coming up.
Good news. Glad it's fixed.