Thanks. I neglected to say I have run them as admin.
After too many fruitless hours, I did a system restore. Since there are still a couple of wrinkles to work out, I will post results later.
This issue occurs when there is some issue with internet explorer. What I’m suggesting you that, if you have internet explorer 9 installed on your computer, remove it, restart the computer and re-install internet explorer 9. If you’ve internet explorer 8, upgrade it to internet explorer 9 and restart the computer and try to install McAfee.
Thanks for the tips above.
Here's a summary of what happened and resolution.
In attempting to repair above (initial problem), a new problem arose due to the an interrupted (re-)install of McAfee. When McAfee removed a malware program and had to restart to resume installation, connection to internet was blocked. After many futile attempts to troubleshoot the problem, the only solutio was to revert to a restore point prior to all the McAfee issues. From that point, I was able to uninstall fully and re-install with success. I would not have had to re-install at all if I had stopped Iolo System Mechanic from compressing the registry -- this causes McAfee to stop functioning.
A weird and confusing chain of events now resolved.