Have you any other security software installed and how do you connect to the internet? Also have you had any indication of any malware being present?
Although I see you are using Firefox, McAfee relies on a working Internet Explorer set to its defaults to function, so open Internet Explorer and go to Tools/Internet Options/Advanced and click Reset.
(Edit: If this is a 64-bit system use the 32-bit Internet Explorer).
Click Apply and OK any prompts.
Close and reopen IE and go to Tools/Manage Add-Ons and re-enable any that you need.
See if that helps.
Were you able to get your McAfee programs installed, If not ; please get back to us with the below information;
How is the computer conencted to internet ? (dsl/wireless/cable)
Did you have any other security scanner in this computer previously - Something that came along with the computer preinstalled ?
Also, Click on Start - click on Start search and type cmd
From the selection - Right click on cmd and select Run as administrator
In the command promt window type - ping download.mcafee.com and let us know if you recieve a valid reply from the site.
I believe this problem while downloading McAfee usually appears if there is anyother antivirus programs running on your computer, so please make sure that you remove if you have any other security softwares before installing McAfee.Second chance if your using any proxy internet connections it may make us difficult to install McAfee on to your computer. please check if you are behind a proxy connection incase if you are try disabling the proxy and install McAfee.Try this and let us know how it goes!!!