Moved to Malware Discussion > Corporate User Assistance as the best spot for this.
Have you submitted the file to McAfee for analysis?
Try running GetSusp, see the last link below for various links and hints.
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Given that we don't know the vendor of your firewall, there is no way to tell what it is actually referring to. I would suggest you start with the firewall vendor first to obtain further information and once you have the additional info (hashes, variant names, etc.) then can the Intel Security community help determine if there is coverage.
As Peter mentioned, if you have a sample of the malicious file, please use the ServicePortal to submit a sample to McAfee Labs for analysis. Our labs team can provide an Extra.DAT to provide temporary coverage, if available.