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Click on the red McAfee shield in your taskbar and open Security Center the click on Web and Email protection then click on Anti-Spam then click on Anti-Spam toolbar then uncheck Outlook Express/Windows Mail and then click Apply
Close Security Center and then go to Outlook Express and open your email client and this should not appear in your toolbar anymore.
That was close enough to get me there. There was an extra screen before I could get to the Anti-Spam Toolbar area. And I had to enable Anti-Spam to turn off the toolbar. (That's intuitive, isn't it?). But It's gone now.
Glad to hear everythings OK