Enter the phone number as 000-xxx-xxxx where 000 is your area code and the balance is your 7 digit phone number and make sure you have the hyphens. For countries that don't use the standardised N. American 10-digit dialling, work backwards from your actual phone number, as long as its in the above format.
For instance a London number of 020 7777 8888 would be 207-777-8888
Edit: and yes, we've been asking them to put explanatory notes on that page for ages.
You may have some corruption that has occured and may be corrected by uninstalling via Add/Remove programs and rebooting. Then youshould run the MCPR removal tool found at the top of this page under Useful Links. MCPR will remove any remaining remnants of McAfee that fail to uninstall from add/remove and reboot again. Log in to your online McAfee account and download your software and see if this cures your issue.
I will attempt to look for the phone number and will post it when I find it.