Good God!
It sounds like McAfee couldn't remove all the files by itself so you may have to do it manually. Be careful! You may have to edit the registry in addition to removing the unwanted files. Be sure you back up the registry if you have to edit it and follow any instructions very carefully and to the letter.
Luckily it didn't ask me to edit the registry....it had me delete & quarantine them right then and there...and it deleted the trojans on it's own ......I hope it's over!