Do you run the scans in safe mode?
Try this site aswell, it has which registry keys to zap and whatnot.
http://www.malwarehelp.org/fake-wind...oval-2009.html
As a suggestion, drop McAfee like a bad habit, it's a POS. There is another thread about Virus protection, i would read up on that. Pick up Kaspersky or use Avast. Just my 2 cents.