It opens a dialog in Terminal where you have to enter your password. Make sure that McAfee Virus Scan is definitely installed on your Mac (if not re-install it) and then run the installer. So to save you going through the same ridiculous process to remove something that should never have been left behind on your Mac anyway, here you have the official McAfee VirusScan uninstaller. Even more frustrating, to download it again, I needed to sign up for a McAfee account!
However, I'd obviously deleted the original download a long time ago so my only option was to download it, install the darn thing again, and then use the removal tool to get rid of it once and for all. You have to remove it using the uninstaller which comes with the original download.
It turns out that McAfee VrusScan leaves these processes behind when you drag and drop it in the Trash.
