McAfee seems to work best with IE based on what I have seen. I don't know if they have any plans for making Firefox more compatible or not.
I use both browsers and have no problems. You should have the latest version of Internet Explorer installed and updated and set to default settings, regardless of which browser is your default one. Your internet connection relies on IE in actual fact as does McAfee.
If you still have problems after checking that then I suggest contacting Technical Support Chat via Useful Links above.