The answer to that is sort of in my post above. Sorry I was being sarcastic there, but the correct path is:

c:\program files\mcafee.com\agent\app

After uninstalling all the original components that the Security Center manages (e.g. anvirius, firewall, antispam... anything mcafee) if the security center won't uninstall, you have to go to that directory and delete any remaining files with the .adf extension.

Here's the information from mcafee:

http://ts.mcafeehelp.com/displaydoc.asp?frames=1&docid=71525&CategoryId=62201