You are protected as any other computers are regarded as "guests" on the network. Windows itself doesn't allow other computers access unless you specifically say so, so you are safe.
I don't run a network myself but assuming you installed EasyNetwork as part of your package it should help you set it up, if you have other machines that you wish to connect with.
Basically McAfee can distinguish between computers that are protected and those which aren't.
See the user guide, page 198 onwards.http://download.mcafee.com/products/manuals/en-us/MTP_userguide_2008.pdf
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Also look under McAfee Network Manager in "Help" in the Security Center.