Is this after it installed or if it giving this message when you try to install it?
When you removed the other security software did you just use the add/remove program option or thier reciommended uninstall tools ?
If above no assistance try
1. Resetting IE Go to tools internet options advanced and reset IE . You will have to reenable any plugins.
2. Download and run the removal tool for mcafee even if it is not installed it might be part installed. MCPR reboot and
Download and run This tool and retry to install.
If you still getting this issue post the exact message preferably a screen shot of it.
Also as per the minimum requirements of the software I trust that this is "Windows XP (32-bit) with Service Pack 2 (SP2) or higher" ?