Please stop using registry cleaners as those will remove essential registry keys and cause malfunctions. Believe me I know this from years of experience. If they have any restore function please use it. Then uninstall them and forget about them..
Make sure Windows is totally up to date using the Microsoft Updates option for all components in settings (XP SP3), and especially make sure that Internet Explorer is the latest version and at its default settings (IE8) because even if you don't use that browser, McAfee does,
Next go to Start/Run or click the Windows key + R simultaneously, and type in services.msc and click OK or hit the Enter key.
Scroll down services and locate the Windows Firewall Service and ensure that it is Started and Automatic - double-click & edit if needed to make it so. See if that helps.
Unless a technician sees those reports I can't help so it might be faster for you to contact Technical Support directly - linked under Useful Links at the top of this page and available free of charge by phone (best way), online chat (next best way).
As far as extra protection goes we don't recommend Spybot S & D as it has had many issues with McAfee software but there are others in the last link in my signature below.