You can't use two anti-virus programs at once! You must uninstall either Avast or Microsoft Security Essentials. Anti-Virus programs do not play well together. Malwarebytes operates differently and can work along-side an antivirus program. So, pick either Avast or Microsoft Security Essentials and uninstall the other one.
Yes for Java and probably not for McAfee. Get their removal tool here: McAfee Removal Tool