Mcafee interface does use IE to create the interface at least the old one did. The popup box you are missing is old code so something is stopping it displaying. I thought a popup blocker as well but the tech mentioned below said no as well.
In our moderator/helpers call today the tech said this issue has been seen in several other user's installs and is being looked into.
That is close to my PC specs (4790K) so Pc specs not an issue. This better passed onto support Link down the bottom of teh page though i feel you will have to ask for an escalation call back by a higher level support tech as this is darn strainge.
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