To clarify, when you modify anything in MSConfig, Windows attempts to
change the registry settings for everything in the MSConfig list. When
Windows reaches the McAfee items and attempts to change them, McAfee
prevents this from happening and Windows shows an error. This is a good
thing from a protection standpoint, as malware could otherwise use the
same mechanism to shut down your McAfee protection.
I would have expected that when I make a change in MSConfig, Windows
would only change the settings for the application I tried to change.
But that's not how it works. MS apparently doesn't want to modify
MSConfig to do so. Hence, the error.
In the end, even if you see this error, whatever changes you made will
be saved, unless you tried to turn off a McAfee product. If that's your
goal, it's best to do this within SecurityCenter.
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Hope this helps