What operating system and service pack (if applicable) is this?
Was any other security product installed prior to this and if so, did you use their removal tool?
Make sure Windows is up to date and that Internet Explorer is set to default settings, even if you use another browser.
Try a wired connection if you can at least until you get it set up.
If the worst happens you can always contact Technical Support. It's free.
See Asia Pacidic (APAC) here: http://service.mcafee.com/faq/country.html