I've tried to change my setting on McAfee and it says the firewall is now on, then i go to change settings and it won't let me because firewall settings are off. i try to turn it on and it won't let me. When i go onto itunes, it says no connection because of my firewall protection.
Note: You should remove Frostwire. P2P (peer-to-peer) using P2P software is very risky, because it makes you very susceptible to infection, attack, exposure of personal or company information. And most likely cause "The Rootkit". But this is up to you to remove Frostwire.
Go to Navigation > Firewall > Program Permissions,
And see if iTunes is there.