Attacked by McAfee

My MacBook Air has been attacked by McAfee: In the right upper corner of the screen picture 1 appears with "Virus discovered", lasting for about 5 second and disappears. It appears about every 30 seconds repeatedly. When I react to the question "Would you delete now (Vil du slette nå?), the McAfee Total Protection page comes up, the second picture. I have never installed McAfee. And I do not want to use it! I have check Application and Utilities and cannot find any traces of McAfee software. Does anybody know how I can get rid of it? Thanks in advance!