Due to nobody hs offering anything more helpful, please consider the following, from McAfee Knowledge base (URL from which accessed is listed at the bottom).
When attempting to change settings using msconfig.exe, the error below is displayed:
An Access Denied error was returned while attempting to change a service. You may need to log on using an Administrator account to make the specified change
This occurs even when msconfig.exe is run by an Administrator.
This issue occurs because Access Protection/Self Protection is enabled in VirusScan Enterprise.
When Msconfig.exe is used to change settings on the local system, it also makes copies of certain McAfee registry keys for querying purposes and then attempts to delete them. Because Access Protection is enabled, msconfig.exe is unable to delete the copies of these keys and the Access Denied message is displayed.
This warning can be safely ignored. The changes to applications other than McAfee software are still saved despite the Access Denied message.
This is an msconfig.exe issue which must be addressed by Microsoft.
This issue is only encountered in Windows XP and Windows 2003 environments. Windows Vista and Windows Server 2008 do not exhibit this problem because they include a more recent version of msconfig.exe.
I'm no expert, however I expect the above will go some way to help - the short version is you don't need to do anything except ignore the message - it would seem Microsoft need to fix it.