That detection states that McAfee knows it as Generic.dx!cnu. However should you ever find that McAfee fails to detect something or incorrectly detects something follow the procedures outlined here: http://community.mcafee.com/showthread.php?t=233662
None of the major anti-virus applications, whether it be McAfee, Norton, Kaspersky or whatever, can protect against everything that is out there. It's wise to also keep one or two anti-spyware application on hand, keep your machine up to date and surf wisely.
There are several anti-malware applications recommended here: http://community.mcafee.com/showthread.php?t=136913
If you are still having a problem I suggest scanning using Superantispyware and Malwarebytes - free versions, both included in that link. Make sure they are updated first and let them remove anything they find. Reboot if asked to.