¿Have you tried Malwarebyte's Anti-Malware?
1.- Download the free version here: http://www.malwarebytes.org/
2.- Install and update the database.
3.- Perform a full scan in normal and safe mode.
4.- Quarantine any infection detected.
5.- Try to install again McAfee Internet Security.
Tell if that helped you.
Yes tried malwarebytes and it found nothing. Tried installing mcafee again and got the same message that it sees "My Security Wall" as an installed program. Tried all the usual stuff but to no avail.
You'll never get McAfee installed until this thing is gone. Although you've tried Malwarebytes there is more to it than just running that.
See this removal guide: http://www.bleepingcomputer.com/virus-removal/remove-my-security-wall
Scroll down the page and read it all first as the first few links you see there are all advertising.
No antivirus will stop everything, you have to take due care and keep some extra tools handy such as MBAM and maybe Windows Defender or similar.
Moved this to General Malware Discussion by the way.