This must be a new variant as McAfee would normally catch it. Look at the last link in my signature below for hints, in particular trying System Restore in regular or Safe Mode. If not successful trying Stinger and/or Malwarebytes Free (to ensure it''s the free one do not accept trial offer) and note that the latter can be installed on an infected machine either in Safe Mode with Networking, where it can also be run by the way, or you can use MBAM's Chameleon tool to force its installation.
McAfee has detected a Trojan, but what was the message and where was the infected file found?
Zeus is a banking Trojan so if you use online banking I would advise you to change passwords and notify your bank - check your balances and recent transactions.
Depending on the severity of the infection and what you use your system for you may need to run some more checks to make sure you are not still infected.