It means the process shown in the event (**\McScript_InUse.exe, in your case) is loading untrusted code. Code that isn't from McAfee or Microsoft.
It could be malware. It probably isn't, but it could be, we don't know - all we know is there is foreign code loading into one of our processes and it could be doing bad things and going unnoticed.
It's kind of important to find out what that foreign code is, which is why we create these events, hoping you'll investigate.
Look at KB74296 for more info.
The link above no longer works is there a replacement KB Article for KB74296
NOTE: Content from unpublished KB73354 and KB74296 have been incorporated into this article.
Event ID 514/516/519, Warning, Process **\VSTSKMGR.EXE pid (XXXX) contains signed but untrusted code (issue: third-party application DLL) Technical Articles ID: KB74176 Last Modified: 03-11-2016