First of all it must be XP SP3 for the software to be compatible and I recommend that you upgrade Internet Explorer to IE8 at your earliest opportunity.
The Internet connection should be restored if you fully uninstalled the software using Control Panel, then ran the MCPR cleanup tool listed under Useful Links at the top of this page, reboot and reinstall from the online account, NOT from any CD that you have.
Alternatively try to use System Restore to go back to before all this happened, but don't forget to update everything afterwards if that works.
Adding to Ex-Brit suggestions ,
I would like to know after unistalling McAfee does the Internet connection work. IF yes,
I would recomend to check if you have bonjour in add or remove program list. Kindly uninstall that and check if you still have internet connnectivity issue.