Read somewhere that you can remove it by disabling it in services and then removing it with HijackThis under ''delete an NT service' tool'' (misc tools section)
The easiest way to to delete a service that is no longer needed is to use autoruns that can be downloaded autoruns here. If you have xp run it in an admin account. If you have vista or win7 right click and run as administrator. Then, click on the services tab and see if you can find the Mcafee service. Then just delete it. I used it to delete a service that a2 anti-malware free left behind when I uninstalled it.
The easiest way to to delete a service that is no longer needed is to use autoruns that can be downloaded autoruns here.
I'm not sure how far autoruns goes (I'm assuming 'delete' remove the service exe / dll?, and maybe the Control Set entry?), but I'll wager it doesn't properly uninstall the service. There will probably be other other registry entries and files left hanging around. It may suffice as a fall-back but it's probably not the tidiest way to go.
That aside, everyone should use autoruns anyway ... it's just one of those must-haves
I tried to remove McAfee Application Installer CleanUp from win services but didn't succeed.
Depending of which version of McAfee you are using there is an uninstaller you can download from McAfee because the default uninstaller doesn't always work as it should do, Google it.