First what version is installed click on the about top right if version 11.* of security centre or navigation and about for version 10.*
You haven't another AV scanner or real time (paid) malware scanner installed as well? No other firewall installed?
Check the install with the MVT program see if it sees anything.
MVR (Virtual Technician) in tech support area
Then if no help contact tech support and see what they say. keep the job number they give you for reference.
I had Norton but has removed.
But when you removed it how did you? Did you use the norton removal tool for the version you had installed? That can leave scraps of norton around if you only used the windows removal method.
I did it with configuration > software > remove... not with the removal tool from norton..
OK then run the tool and see if it helps. There is a possibility you may have to reinstall Mcafee but best try the norton tool first.
Mcafee uninstall method
You were a bit fast with giving a correct answer before testing the theory?