Mcafee anti-virus does have a dll by that name. If you put your mouse over the system tray and let it hover over the various icons there you should get a pop up, and one should somehow indicate a Mcafee product. Usually a right click on these icons will bring up a menu that allows you to close the application. You might try that and see if the error goes away.
If you want to run for a while without Mcafee, w/o uninstalling it Go to start | run, and type MSConfig. It may be listed in the StartUp tab. If so, uncheck that entry, save and reboot.