Moved to SecurityCenter for better support.
The first thing I notice is that your network icon is telling you that there is no Internet connection, you must have one to install the software.
Secondly make sure that there are no similar products already installed, uninstall and use their removal tools accordingly.
Thirdly, make sure you machine is totally up to date with all service packs and security updates and the latest version of Internet Explorer installed, even if you never use it (McAfee does) and in your case I believe that would be IE10 as I think you are using Windows 7. (If Vista then IE9).
Lastly, if your screen resolution is kept below 1024 X 768 then the latest software isn't compatible.
Uninstall any partially installed McAfee via Control Panel > Programs > Uninstall a Program
Run the MCPR Cleanup Tool and reboot.
Reinstall your software using the online option if offered.
If you have further difficulty I suggest contacting Technical Support, it's free by phone or online chat and avaliable through the link under Useful Links at the top of this page.