Is this Vista SP2 & are you logged in as a user with Admin privileges? DEP in Vista is by default turned on for Windows Processes only but may have been changed at some stage in which case you have to make exceptions for it to overlook any programme it prevents from running.
On Desktop or in Start menu right-click Computer, then Properties, then Advanced System Settings (at left) and allow any UAC prompts.
Under the Advanced tab click Settings in the Performance section then go to the Data Execution Prevention tab.
Click the button for the top value, then click Apply and OK and prompts.
You will open a real can of worms if you choose the lower button as it isn't always obvious which executive (.exe) one should add for some programmes, especially McAfee which has so many.
There is no need to have DEP turned on for all programs and services as you are installing McAfee software. There is no need for it to be other than the default setting with any respectable security software installed and you keep Windows up to date with all updates via the Microsoft Update option in settings. Also make sure you update parts of the system you may not use as unpatched items can cause vulnerabilities. That goes for instance in the case where people leave IE and it's plugins unpatched (it should be IE9) because they use an alternate browser. That's a major mistake many make.
That should work, let me know.