I've got that on occasion and not just with McAfee popups and I think it's simply a glitch in Windows itself.
Right-click the taskbar icon and call up Task Manager
Go to the Processes Tab and scroll down to explorer.exe
Highlight it and then click 'End Process" & OK any prompts. Don't close Task Manager
Don't be scared as your desktop goes blank taking the pop-up with it....I hope.
Now, in Task Manager go to the File button at top left and select New Task (Run...) and type in explorer.exe, click OK.
Hopefully your desktop will reappear minus the pop-up.
If not try rebooting, that should do the trick.
The SiteAdvisor popup alert screen does not appear to have a Finish button. The Finish button may be hidden at the bottom of your screen because of your browser font size or Windows display settings. You must click on the Finish button to prevent the popup alert from displaying each time the web browser is opened.
Could you please let me know what browser are you using in your computer ? Internet explorer or Firefox ?
Also, let me know what is the operating system of the computer so that I could give you the directions depending upon the above information.
McAfee Online Community Moderator