The installation of McAfee should have automatically disabled Windows Firewall, but if it is still on then turn it off.
Also the McAfee installer disables Windows Defender, that's only to prevent possible clashes while installing, you can safely use it alongside McAfee as a supplementary malware defense so I would reactivate it.
This is showing as not answered so I will just make sure you've been able to solve this issue.
The answer is yes, you can safely turn off the Windows firewall (how to: http://www.helpmewithmycomputer.co.uk/windows/windows7/howdoidisablewindowsfirew all.html) and just have McAfee running.
There is never any need to have more than one firewall running on the same computer, it will just cause conflict.
Thanks, I marked it answered.