I have no idea what it is I'm sorry but just in case, I moved this to the Malware section. First try to see if you can use System Restore to go back to before it all happened.
If not then try running Stinger and Malwarebytes Free, both in the last link in my signature below.
Have you tried the shredder application. Select the "Data and Protection" link and from there you will see a tool called shredder. I am not sure what kind of McAfee version you have but your UI may look different than mine below.