Does this happen after the installation & when trying to launch Security Center?
If this happens after the installation, execute the Batch file from the link given & reboot the computer. This usually happens if the PC is running a program in Compatibility Mode and this mode interferes with the McAfee product that is installed on your PC.
The above file will delete those layers running under Compatibility mode for 98/XP/2000. Please backup the registry once & then execute the file.
If this issue occurs while trying to install, then save the 'Download Manager' setup file on the Desktop, right click & select 'Properties', choose 'Compatibility' & uncheck any options for compatibility mode.
Please revert for any clarifications.
All the Best!