The only thing I can think of off the top of my head is that maybe the software is confused by multiple network connections, is that the case - are there more than one in Device Manager or Network Center?
McAfee relies on the same intetnet connection that Internet Explorer uses (even if it isn't your default browser) so check if it can connect.
The software alsao has problems if proxy connections are being used.
Try running the Vortual Technician to see if it find and fixes anything. http://mvt.mcafee.com/
Otherwise your best recourse is Technical Support. It's free by phone or online chat and linked under Useful Links at the top of this page.