The option to block incoming mail from a specific domain / specific servers is available under Email, Email Configuration, Receiving Email, Permit and Deny Lists, Permitted and blocked senders.
If the domain in question is a known spam sender, did you try and submit a sample? That would be the best course of action usually.
Hope this helps.
FAQs for Network DLP - http://kc.mcafee.com/corporate/index?page=content&id=KB77088
FAQs for Email Gateway 7.x - http://kc.mcafee.com/corporate/index?page=content&id=KB76144