Strange McAfee file

I am running Norton 360 Premier version 5 on my desktop machine.  A few days ago (when I was downloading some minor software) an application file called "McAfee Security Scan Plus" was inserted into the main menu above the Start button.

My question: what should I do? Is there some danger to my system from an extra Security suite? Can I uninstall this without harm? How can I find out where it came from?

Thank you.