Have you emptied the Recycle Bin?
Try booting to Safe Mode by tapping F8 while booting up and then go to your drive in My Computer (XP) or Computer (Vista/Windows 7) and right-click and select "Scan".
You will see an extra taskbar icon showing that VirusScan is scanning the disk. Hover over it for a progress report.
That should clean it.
Or you can tell McAfee to ignore PUP's if you want to keep them but I don't see that option showing in your picture.
I went into safe mode and did another scan, it still won't let me remove it.And yes I have emptied the recycle bin. Is there a way I can manually remove it?
I forgot to mention that I use Windows 7.
I doubt that this is a malicious program but just in case I would download Hijackthis and post its log along with the problem and what you've done so far on one of the following forums:
Do not post the log here, we can't help!
Post the logs at a specialist Forum:
Be sure to read all the sticky announcements/instructions at the top of each malware forum!
Thank you very much for all the help!
You're welcome and good luck.