McAfee

Well first off you do not have to use mcafee for antivirus. It is a rather buggy program and as you have experienced will delete files without your consent. Therefore I recommend you to download and use avast antivirus. It is free and has a active web blocker and spyware detector. It uses little processing power and allows for a safe and fast computer. However if you would like to continue to use mcafee, then just go to settings and disable the setting that scnas the pendrive. Hope I helped

Try a different antivirus or disable Mcafee for the time you use pendrive.

I would personally recommend that you take McAfee off your computer right away. I had it on my computer a few years ago and it literally shut my computer completely down. I had to have someone come and get it going again and the technician said not to put McAfee back on it. I now use Norton antivirus and have had no problems with it. Best wishes!