Well, I noticed when doing a full scan with McAfee, it would always stop at 72%.
By looking at the file name ( unfortunately Macbeth doesn't give the full name of the file you're scanning ), I could trace it down to AppData.
By scanning every folder, I rounded it down that the troublesome file is in AppData/ Local/ Microsoft/ Windows.
Doing a scan of the Windows folder, it is indeed there.
But if I scan everything, all the subfolders and files within Windows, I cannot find it.