That looks like a generic detection for Zeus.
My reaction would be to rebuild the system, particularly when it's a PC (regardless of whether it's Zeus).
Msiexec.exe is the source process, it will usually use a .msi file to install an application. Any installation that you're aware of? If yes, your installer (msiexec.exe or the .msi file) may be infected...if no, then it's a rogue process that's still probably infected.
Do you have access protection enabled for at least blocking for "Common Standard Protection"?
Prevent modification of McAfee files and settings
Prevent modification of McAfee Common Management Agent files and settings
Prevent modification of McAfee Scan Engine files and settings
Prevent termination of McAfee processes
Prevent hooking of McAfee processes (only for VSE8.7 patch 5 or 8.8 patch 1)
Yes we have the access protection enabled for the McAfee processes. So the Trojan is trying to use the msiexec.exe process to delete or shutdown the McAfee processes. And this is the dection I'm seeing in the logs?