You may need to reboot the computer, and boot up in safe mode to stop the process that is preventing you from removing the file.
It has been my experience as well that under the Windows\Installer there is usually a folder with different font ( smaller than the others) and once that is removed, the issues seems to stop. not all will have this unusual folder. But that's been my experience on the many computers i have cleaned. the same fodler can be found under the documents and settings/user profile\local settings\application data or document and settings/user profile\application data
You can also use the system restore and restore your computer to a time prior to the incident and re-install the McAffee and once you boot up free of the virus.