I doubt anything from McAfee is causing this unless you have SiteAdvisor Plus browser helper turned on to Protected Mode and even then it would ask permission to continue. This would be more likely be a feature of your browser settings or another browser add-on, such as Google Toolbar. but as you don't give many details it's difficult to say.
XP -- SP1, 2 or 3? What browser are you using? To see that information right-click My Computer and select Properties and in the browser go to Help/About..
What McAfee products do you have with version numbers please?
To get that information double-click the taskbar icon to open SecurityCenter
If the taskbar icon is sqare you have the 2009 product, so click "About" in the lower right corner and post the version numbers of each component.
If the taskbar icon is shield-shaped you have the 2010 product so click Navigation at top right, then About at left and do the same as above.
I can't watch CBS videos outside the US in order to check this but I see that their help section has an "Ask us a question" so you could try that.