Windows 7 Unable To Delete Folder in "Programs Files"
You might consider trying to run the command prompt as Administrator (Right click on a shortcut for command prompt, and choose that option) and delete the folder from the command line.
Switch to the parent directory, and do a del /S /Q "FolderName"
Have you disabled all relevant McAfee programs first? Many antimalware programs will install a "self-protection module", which is a kernal-level file system filter driver which starts at boot and intercepts any attempt to modify the programs files. I suspect this because I've never seen any Windows permission dialog saying you need to get permission from an owner.