Try to run McAfee Virtual Technician under Technical Support at the top of this page under Useful Links. MVT often can fix these types of errors. Please post the session number it generates at the conclusion of the scan.
It may also help to know some info about your computer such as operating system, type of internet connection, how much ram, whether or not you had any previous security software.
If you are using a different browser such as Firefox or Opera should not be a problem even though McAfee relies on an updated Internet Explorer so I hope it is at least version 8 for XP or version 9 for Windows 7
Last but not least could you post a screenshot of the error message? By the gathering some facts about your setup will help in finding the solution.