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If you have access to another computer, where you'd be able to create a bootable CD, try this tool:
It seems like you've got a rootkit infection that prevented mcafee from running properly.
Thanks for the reply.
I'm actually is trying to make a bootable CD. But after that, what should I do if I've booted in the windows?
Please have a look at the instructions in that link above. This bootable CD should allow you to run McAfee VirusScan, and also some network access.
If that .dll you've mentioned is still around on your disk, you can send it to McAfee, as described here: https://www.webimmune.net/default.asp
Hope that helps.