Basically the agent cannot connect to your ePO server.
Can the server ping your ePO server?
Do you have a firewall running?
Yes, I have firewall in my network and server running firwall service too. How can I know what is my ePO server ? sorry if make you funny . I am just user level . Thank for your response.
If your just 'user level' then you really need to speak to your Network Administrator.
I suspect you've just installed an unmanaged agent so you really need to speak to the person whole manages your ePO server and get him to supply you with a managed agent installer or he can deploy the managed agent remotely
the red M should be shown when you enable the "Show Agent Tray icon" in the respective ePO McAfee Agent policy. If that is not enabled, only the V in a sleeker shield icon of VirusScan would be shown. Please check the agent's ePO policy. It canhappen that it is configured so in the policy but the policy could not be enforced yet on the client.
As for the connection issue: please try if you can resolve the ePO server name from the affected client, by ping or nslookup commands as Tristan has suggested. Also, please post Agent_yourhostname.log here from the client for us to look into that.
(You stated that you have an agent on the client. Normally the agent installation makes the necessary Windows firewall exceptions regarding ports that it uses)
McAfee M schield icon does not show up when you are using Remote Desktop.
Try it on de physical server console or Start the UdaterUI.exe in C:\Program Files (x86)\McAfee\Common Framework\