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

Thanks for the removal tool Drclvr. Also for the advice on Virus programs, I removed MSE and kept Avast. Now just need to find a deal on the Malwarebytes Pro

Good deal, manxman! I'll keep an eye out too.