Not sure if this a respone you were expecting, but it would appear you are the victim of a something trying to hack your system (from what I can see in the information). The McAfee information you are seeing is McAfee doing its job, but I don’t think you are going to find many answers here as your problem is really outside of McAfee.
Some points that come to mind, do you have the guest account enabled for a reason, computers in the DMZ can take a beating and need to be heavily locked down, and don't rely on the Windows Firewall to completely protect your system (in the DMZ).
Again, probably not the response you were looking for, but I don't think your going to find the answers here you are seeking. This is more general network security related.
This is what make me thankful I have more than one working PC. I'm using Windows XP Professional with Service Pack 2. I also use Windows XP Home Edition in my home with service pack 3. Plus I have three firewalls.
The first of the two I mentioned with XP Professional runs just fine at boot up and as long as I stay off the internet. Once I connect to the internet, that's when troubles just get started.
The hard drive goes into a state on being constantly busy with the harddrive light always blinking. The virus or whatever it is uses up so much CPU power on computer, I just have to pull the pull the plug to get it to shut, because it won't shut down. It's like my computer is being hijacked.
For security I always have task manager open when I'm using my computer, so I can keep an eye on processes. This allows me to immediately shut a process down when I see hot spots.
I have McAfee on all my PC's My Windows XP Professional computer is the only PC I've every had problems with. I'm obviously going to have to have the system professionally cleaned before it can go online again.
I think that McAfee has a vulnerability to the Straton Virus. Your OK until the Straton virus finds you, then your in trouble. Perhaps McAfee has a patch you can download to solve this problem.
If this doesn't help you may have to put your firewall in lockdown mode or even have your PC professionally cleaned.
oldmonument, the original post was in 2006 its now 2009, I doubt anyone has issues dealing with stration its pretty strightforward to clean most systems if you can isolate the virus strains and its still bootable.