Did you ever have another Anti virus installed on this PC? If so run its own removal tool and retry the activation. You may need to reinstall Mcaffee but first see what happens. I would also call Customer support the link is in useful links tab above as is the correct Mcafee removal method.
Or did you have another Mcafee product if so then you should uninstall reinstall the current product
I assume you are not on a proxy server ie at a uni?