These two components are part of McAfee Security for Mac suite. VirusScan for Mac has only anti-malware component, I think that's what you have. In case you need Application Protection & Firewall then you have to use full suite. That's how the suite is designed since release.
Hope this help.
Dvanmeter, I noticed the same thing but it turned out it was because I had Server.app in my /Applications folder so the McAfee 1.2 installer incorrectly thinks my system is a server. Once I removed Server.app and reinstalled MSM, the other functions returned. McAfee needs to use a better method to determine if a Mac is a server OS or not. Having Server.app != a server OS.