I can't answer for the dll; I've checked, and it's not on my system - but I've got McAfee Internet Security. You could always navigate to the containing folder and right-click on the file to see its properties : it appears to be a legit McAfee file but it does no harm to check.
As for tunnel.cfw.trustedsource.org : TrustedSource is used by SiteAdvisor. It's McAfee.
Thanks Hayton. It's curious. I don't have installed SiteAdvisor!
No, but you have McAfee. This is The Cloud in action - it's a feedback system. Information is passed back from running McAfee programs to TrustedSource, which then updates SiteAdvisor. If you have SiteAdvisor installed, that updated information is then passed back to you when you visit a site. I know that's how it works for spam detection; for malware it's probably something similar.