I don't use Windows mail but I will try to help you the best I can.
I do however have a couple of questions for you.
1) What mail service do you use? (example: Hotmail, Gmail, Yahoo ect..)
2) Have you tried to login to the mail server itself? (example: if Hotmail going to Sign In
and checking mail on the server itself to make sure only one copy is on the server.)
3) Beside McAfee what other protection do you use? ( and are you still subscribed to McAfee for updates ect. If answer is no you must keep a subscription as so many new virus's come out every day)
4) Do you have any mail rules set up in Windows mail? (meaning lots of folders and setting some messages to go to other folders)
Now as for my fist two questions please go to you mail provider/service and log into the mail account thru a browser. ( again if hotmail going to Sign In, or whatever service you use. Make sure you check for the problem message and see if more than one copy of it is listed)
As for question three were going to have you run a few other virus checks, and they will take a while to run depending on your hardrive size and internet speed. They are safe to use and are large companies and free.
if you goto this link HouseCall - Free Online Virus Scan - Trend Micro USA
and download either the 32bit program and after download run it, you must be connected to the internet. If you are running the 64bit version of windows download and run the 64bit file. Next after the first set of scan is done fix any issue you see or that are reported.
Next you are going to go to go to Free Online Virus Scan | BitDefender Online Scanner
and click the start button it will install a small file and will again scan you system for virus's. when the scan stops fix the issues by clicking fix or repair. I have not used it lately so I forget the name of the reapir or fix button.
Last thing for now is if you want to have better security from trojans and worms ect I would suggest you go to Malwarebytes
and purchase the full version. It is the best program out there for stopping trojans worm and other spyware. It is compatable with most virus software it will also limit you from many bad sites. By bad I mean if you go to a site known for issues it will totally block it from opening. It has saved me more times then I can count, as when people use goolge or other search engines not all links are safe, so this program works really well.
As for question four of my previous ones if you have rules set up for windows mail I would suggest you remove/delete the rules and then recreate them. As I know some mail programs are a pain because of issues, such as Microsoft Outlook I had the same issue as you and it was mail rules causing the issue for me.
Last suggestion for you is switch to another mail program such as Mozilla Thunderbird you will find it much better than many paid mail programs and Thunderbird is free. It also has many add-ons that can add features to it that do make it one of the best programs out there on the market, and did I say it id FREE.
I hope this information helps you.