Kindly provide me some more info that i can provide you some wrok around ;
May i know the version of your McAfee ? Operating Sytem with Bit ?
Please open run command - services.msc - look for base filter engine and windows firewall ( In the left and side you will be see a start or a restart option , if it is already started you will be able to see both start and restart button ) - If it not start then click on start and give you are getting any error ; Take a screen shot and post here.
Please open run command - sevices.msc - look for McAfee personal firewall - Let me whether it's in started or pause mode ( Take a screen shot and post here ).
Please open McAfee - Firewall - Firewall setting's ( Take a screen shot and post here ).