I just saw this Amanda, but installation problems aren't my forte I'm afraid. Either Ex_Brit or Peacekeeper will help you when they come back online : they've got more knowledge of this sort of thing than I have.
No other AV program or firewall installed?
First try resetting IE to default.
If no go try the uninstall reinstall path maybe use Firefox if ie still an issue
1. run MCPR removal tool as per http://service.mcafee.com/FAQDocument.aspx?lc=1033&id=TS100507
2. Reboot run Mcpreinstall
3. Reinstall the reinstall should not take another licence if it does the chat techs can fix your account.
Please follow the below steps before re-installing McAfee.
Close all opened windows and open McAfee >> Firewall >> Settings and click on Restore Default button and try to access internet.