The only other thing that I can suggest, assuming that everything else on the machine can access the internet OK, is to do a complete uninstall and cleanup, even run the cleaning tool twice. Also make sure that you have no other protection installed that has an active protection component turned on.
McAfee basically seeks the internet connection as per Internet Explorer's settings.
1. Uninstall all McAfee programs through "Add or Remove Programs" in Windows "Control Panel".
2. Use the MCPR tool, see this article:
How to remove supported McAfee consumer products using the McAfee Consumer Products Removal tool (MC... This will remove all McAfee remnants from your computer. (you must have Windows Vista, XP or 2000 SP4 to use this tool)
3. Launch Windows Explorer and delete all McAfee files in "Program Files" but especially in "C:\Document and Settings\<user>\Application Data" and "C:\Document and Settings\All Users\Application Data". You have to set Windows Explorer to show all hidden files and folders (Tools > Folder Options > View tab). Just delete the McAfee folders even if they are empty in all the "Application Data" folders. Can be more than one!
In Vista: C:\Program Files, C:\ProgramData and C:\Users\yourname\AppData\Roaming
4. Reboot and redownload/reinstall your McAfee products directly from your account at the McAfee web site, not from any CD that you may have.
If you are McAfee direct customer, go to
https://home.mcafee.com/Secure/Protected/Login.aspx and log in to download your McAfee products.
If you received your McAfee products from your service provider, please use the list below to download your software.
Comcast users should go to
http://security.comcast.net/ and log in to download your software.
DELL users should go to
https://us.mcafee.com/root/login.asp?affid=105 and log in to download your software.
Gateway users should go to
https://us.mcafee.com/root/login.asp?affid=370 and log in to download your software.
eMachines users should go to
https://us.mcafee.com/root/login.asp?affid=365 and log in to download your software.
MSN users should go to
http://membercenter.msn.com/ and log in to download your software.
AOL users should go to
http://daol.aol.com/safetycenter and log in to download your software.