The best thing to do is to submit the file to McAfee Labs for testing. The advice from McAfee is as follows :
You may submit samples directly to McAfee Labs by attaching the file(s) in an email to email@example.com. When submitting samples via email, you must archive them in a password-protected Zip file with the password “infected” (all lowercase). For instructions on how to create a Zip file and password protect it, see these articles:
To help us speed the sample review process, please provide the following information along with your sample:
- A list of all files contained in the sample submission, including a brief description of where or how you found them
- What symptoms cause you to suspect that the sample is malicious
- Whether any security products find a virus (tell us the security vendor, its product name, the version number, and the virus name assigned to the sample)
- Your McAfee product information (product name, engine, and .DAT version)
- Any system details that may be relevant, including operating system and service packs
You should also upload the DLL file to VirusTotal to see whether it's only McAfee that detects it as malicious.
I've found more than one file with the name Amrdll.dll, for at least two different applications, and one of those files (for "PC Mighty Max") is definitely suspicious : it makes unwelcome changes to registry settings. You don't say what the ActiveX is for : anything to do with PlanetMineCraft?
I tried downloading the file using the link you gave but it times out, and the server (supposedly in Mexico City) is unreachable, so I'll leave that to you.