I think you mean Duqu. It is detected and has been since 2011. There is a white paper written about it here: http://blogs.mcafee.com/wp-content/uploads/2011/10/Duqu1.pdf and here's a web page they wrote about it: http://www.mcafee.com/ca/about/duqu.aspx
That said, maybe a variant you got is new.
See the last link in my signature below for some hints - try running Stinger and perhaps Malwarebytes Free as suggested further down that page.
Make sure your system is entirely up to date - all parts of it, browsers and their associated add-ons, even though you may not use such Internet Explorer, also make sure it is up to date.
McAfee detection of Duqu -
McAfee Labs have put a lot of effort into investigating and detecting Duqu. If indeed you have been infected and McAfee didn't detect it, I would be very surprised. Of course, the malware may be still evolving, but my understanding was that between them McAfee, Symantec and Kaspersky had been watching this one very closely. There haven't been any major developments for a couple of years now.
So, if McAfee didn't detect anything, how do you know you were infected by Duqu? What other program gave you a warning?
Here's a compilation of all you need to know about Duqu -
Stinger should remove Duqu, even the rootkit version.