I have infact tried this and it makes no difference. Binding order ammended. Uninstalled Agent Handler, Reinstalled. Same issue. . .
Maybe a call to McAfee is required.
If you install McAfee Agent does that show the wrong address too.
If it sat in your DMZ are you sure the traffic is heading the correct way?
Go view the agent handler list. Click on Edit and type in an ip address that you wish you publish to the clients.