Keith,
The issue plain and simple is that there is no way to control this. Both applications are intercepting the OS drivers to access and then write to the RSD.
So McAfee watches the same API that DLP does on a user trying to access the RSD. If you can closly watch the McAfee Agent and DLP agent you may see the file actually look like it was written to the RSD but it is intercepted and then undone on the RSD.
This is one of those issues with cross compatability that will exist.
Maybe ask McAfee if they have a fix for it, for they are the first line of defence that is making the decesion.
Ronak