Moved this provisionally to Malware Discussion > Home User Assistance just in case.
Correct, you shouldn't have anything to worry about, but, only if you like, run Stinger and Malwarebytes Free, both linked in my signature below (last link).
Open SecurityCenter by double-clicking that taskbar icon
Click Navigation at top-right
Scroll down and click Quarantined and Trusted Items
It should be showing in there somewhere. Click the sections to expand them.
Form there you can delete whatever it is. Any name to give us so we can check further?
When McAfee detects and alerts me that it has caught and removed a virus, I also like to clean my cache files just in case something new may have gotten into the temp folders waiting to run upon reboot or start up.
If you have Internet Explore, go to the TOOLS menu item, click INTERNET OPTIONS, then click DELETE Button. Make sure the Internet temp Files and cookies are checked and delete them.
This is just an added measure I take before I shut down. (cleaning all temp folders known to house malware)