This is another of those fake antivirus programs - I saw posts about it on the Mozilla forums a while ago.
There are two guides to removal you should read. Either of them will do, I think; their recommendations aren't identical but both of them should work. You will need to download some extra programs to clean this; they each give full instructions on what to do.
The first site is at malwarehelp.org;
the second is at bleepingcomputer.com
These things slip under the radar for nearly all antivirus products. It's not just McAfee.
Afterwards, run a McAfee Quick Scan, to make sure that this fake AV didn't drag down anything serious which Malwarebytes wouldn't be able to deal with.