SecurityScan Plus is merely a security checking tool that you must have downloaded as an optional extra with, for example, any Adobe product installation or update. You have to watch out for those 'extras', however it's easy to uninstall. It should be listed in your program list in Control Panel.
To disable SiteAdvisor simply go into your browser Tools > Add-ons and disable it. It will not work the next time you open the browser.
Or, you can uninstall just that part by clicking the McAfee SecurityCenter item in your Control Panel Program list and selecting uninstall. It should prompt if you just want to uninstall that component.
I counsel against that however as SiteAdvisor is a good safeguard against possibly dangerous websites and downloads and the warning can always be bypassed.