The software is designed to work without popping up a warning only if the firewall is installed and on. It is very short-sighted not to have a software firewall installed. Instead one should find what needs to be given permission or what port needs to be opened for the file transfer system to be accomodated.
The software is telling you quite correctly that you are in danger because your firewall is off.
I suggest turning on McAfee firewall and then contacting Technical Support Chat via Useful Links at the top of this page and they will show you how to set it to allow your program. I don't believe the software can 'not install' the firewall so it is there I'm sure.
That was not a helpful answer.
To steer you to Technical Support Chat isn't helpful? They are best equipped as they can link and watch why this happens. They are open 24/7.
Surely it's in your interests to have the firewall on without this warnng appearing and be able to transfer your files?
Also if the warning still appears despite the firewall being on then we have seen this happen before and it was supposed to have been fixed back in early August, so that's another reason why they are the best place to go in this instance.
What's not helpful is to tell me to turn it on when I already told you it's not installed. Plus there is no guarantee that having McAfee firewall installed and turned on will even help and not cause the same problem that Windows Firewall is causing. Not to mention, I already told you, I'm fairly sure, that I spoke with McAfee online support and they said they couldn't help me.
I guess I'll just keep clicking the cancel button and not renew McAfee when it expires...
I haven't had any firewall until recently, been online since 94 and never had any problems whatsoever.Also, I don't keep any confidential information on my computers nor do banking online.
I doubt it will act the same way because you would be asked to give permission for whatever that application is and you would then not be bothered again, either by the no firewall reminder, or any program needing permission.
It's highly dangerous to operate any machine with no firewall at all as it can take only seconds for people/bots/etc. to penetrate your 'backdoor'.