Script debugging can be stopped in Internet Explorer.
From an old thread:
You can stop the JITD window from popping up by disabling script debugging in Internet Explorer:
-> Internet Options
-> tab: Advanced
-> in the list, under Browsing, check the box "Disable script debugging (Internet Explorer)"
-> also check "Disable Script Debugging (Other)
-> click Apply, and OK
You may also want to uncheck the box "Display a notification of every script error".
If you have Visual Studio (or Compaq Visual Fortran) installed, you can turn off the JITD feature in general. Open Developer Studio, select Tools, Options, Debug. Then uncheck the "Enable Just-In-Time Debugging" box and click OK.
You may also want to double-check that Windows is totally up to date using the Custom option so you get updates for everything using Microsoft Updates rather than the old Windows Update. You should be at least at XP SP3, if not see HERE.
Also make sure that you have the latest Java engine installed from here: http://java.com/en/download/index.jsp and uninstall any older version in the normal manner through Control Panel/Add or Remove Programs.
After you've done that use the McAfee removal tool, reboot and try the installation again.
Thank you very much Peter. I did as you suggested and now McAfee is installed. Hurray!
That's great, good luck!