I'm not familiar with 'net pro' I'm afraid, what McAfee product exactly is this and what version?
Where is it that you want to add a website to? Are you talking about SiteAdvisor browser protection?
If it's an.exe then you can't add exceptions to the home product's real-time virus scanning, only exceptions are if you are doing a scheduled or manual scan of the machine.
You can however submit files that are being detected incorrectly. I outlined some procedures here: https://community.mcafee.com/thread/2016
Every McAfee software does have an option where you can add the list of sites you trust and sites you want to be blocked. I am not also familiar with Net Pro, but it would be better to check under settings, option or preferences.