The reasons your firewalls are malfunctioning could be various, not least of all malware, for hints on that see the last link in my signature below if you suspect it could still be present..
There is a Microsoft Fixit for those with problems regarding missing or malfunctioning items in services.msc which are causing error popups.
First you will have to uninstall McAfee via Control Panel > Programs in the normal way.
Then run the MCPR cleanup tool and reboot.
Then run the Microsoft Firewall Fixit.
Then reinstall McAfee from your online account.