Moved this to Malware Discussions just in case.
First I trust that this is Vista SP2 and fully up to date.
Unsolicited popups indicate malware so check the last link in my signature below for some tools and hints.
Have you tried winding back the clock to before this started by using System Restore?
If successful then temporarily disable System Restore to clean the infected restore point.
"Navigation to the webpage was cancelled" is an Internet Explorer message, and McAfee uses IE settings, so there's a possibility.
Specifically, the message is triggered when you're moving to a site that's in the IE Trusted Zone :
This problem occurs if the navigation causes Protected Mode settings to change from On to Off
Internet Explorer 7 switches Protected Mode settings when certain Web pages are configured in the Trusted Sites area of the Security tab of the Internet Options dialog box. By default, Protected Mode is set to Off for Web sites that are configured in the Trusted Sites area.
I have no idea what a McAfee program could be doing to trigger this message.
Alternatively, one obscure cause of this message is said to be a conflict with ZoneAlarm or SpyBot. Are either of those on the Vista machine?
Edit - I agree, the pop-ups could be a sign of malware especially if Security Center has been turned off.