What is the Operating system you use (Vista/Xp/2000...)? What type of internet connection you use (DLS/Cable/wireless) and did u buy the product or was supplied with a copy via your ISP? Did you use any third party security software along with McAfee (Norton, AVG, etc… if you have uninstall from the add and remove program and try to install the McAfee. You may need to use their own removal tool for complete clean up.
Also tell us what Mcafee programs you have loaded ie just firewall and Virusscan or do u have backup easy network privacy service as well.