There are innumerable threads about this problem - naming many different dll files - in various forums. Microsoft have articles relating to some of their dlls. There does not seem to be one single reason for the pop-up message, but in some cases the advice is that the dll may be corrupt and should be reinstalled.
I suggest that you download and run the latest version of MVT to check whether these files are okay. If not, or MVT can't fix it, then uninstalling (and running MCPR) and then reinstalling your McAfee program should cure it.