It is possible that you have some rogue configuration data which the Firewall GUI isn't too happy about and when it tries to render the contents in the window it comes across this data and crashes.
There maybe a McAfee guy who could help. But in these kinds of situations you are probably better off raising a support ticket. Repeat the exercise and the next time the error window appears, click on the "Details" button and include this information in the ticket. It should help the support guys to understand what the GUI was trying to do when it failed.
Sorry for the image quality, but this is what I get...
I think the problem is in the Firewall side because I installed more than one client in more than one computer and I get the same error, and only works again when I restart the Firewall.
Thanks in advanced
Run 'cf policy repair' on the command-line to fix this. The command will have no impact on traffic. This error will go away then.
Can you private message me a copy of your configuration? Or send me a PM with your email address and I'll send you instructions to SCP it to us. Your configuration will help us fix issues like this in the future.