It’s not recommended to disable it permanently. However, you can also try disabling the Windows Firewall from your control panel settings and check the status
If I’m correct, “You are trying to Turn ON McAfee's firewall but it immediately goes back OFF”.
If this is the scenario then, try to start the McAfee firewall service through services.msc
(For Win XP Navigation: Click Start > Run > Type services.msc > Click Enter (or) OK)
(For Win Vista / Windows 7 Navigation: Click the Windows button and Type services.msc in Search and click enter)
Then In the alphabetical order go down to McAfee firewall service and start the service if it is stopped as shown below.