It's the Widgi Toolbar, from Spigot Systems. That means you've allowed it to install at some point as part of a download (perhaps without realising). This is not considered to be dangerous, but not everyone wants it.
McAfee would have passed over it without comment because it's an item you've allowed onto your system. But if you want to remove it, and you can't uninstall it from Add/Remove Programs (and you're using Internet Explorer), I suggest first, try running Microsoft's FixIt program and selecting the option to fix IE problems. One of the things it does is to remove toolbars and add-ons that you don't want. While you're there you can run some of the others as well, for a basic check on your Windows setup.
If the Widgi toolbar isn't on the FixIt list of add-ons, download Malwarebytes free version and run that - it does at least (so others say) detect the toolbar and give you the option of removing it.
... except that the link at the end of the article, to "Microsoft Support: Windows Installer CleanUp Utility", takes you instead to http://support.microsoft.com/?kbid=290301, which is all about removing MS Office and informs you that
This article previously contained a link to the Windows Installer Cleanup utility (MSICUU2.exe). If you were directed to this article to solve a problem installing a product other than Microsoft Office, please contact your software manufacturer for installation support on the product. Or, see the following Microsoft Knowledge Base article for steps to troubleshoot uninstallation issues with products that use Windows Installer:
However I did find this : http://systemexplorer.net/filereviews.php?fid=365078
- which has a user response survey and a message from someone at Spigot on how to uninstall the toolbar.