I have found that no anti-virus security program provides 100% protection 100% of the time with all of the variations of spyware, malware, out there in cyberspace. I read somewhere that McAfee analyzes over 10000 files a day to determine if they are legitimate or harmful and issues dat updates daily to allow or disallow these files. It never hurts to have a second opinion and ESET is one of the free programs I occasionally recommend to uses to help troubleshoot.
McAfee has published an article which explains in a little more detail on submitting files for analysis.
In any event I am glad you were able to get rid of this before you had any issues.