McAfee knows it as FakeAlert-AB.dldr & it's been on the books since last January.
http://vil.nai.com/vil/content/v_143902.htm shows that it should have been detected.
If you know the location of the file try submitting it to the Threat Center: https://www.webimmune.net/default.asp
If not, then try downloading, updating and running the free versions of these two tools:
Let them remove anything they find and reboot if asked to immediately.