Please follow the below steps to fix the issue.
1. Login to SecurityCenter (www.mcafeeasap.com)
2. Click on Policies | Add Policy (Name it as desired) | Firewall Protection | General Settings | Administrator configures firewall
3. Firewall Protection Mode | Change it to Report
4. Under Connection Type | Select Custom settings click on 'Edit'
5. Allow all the options
* File and Print Sharing
* Remote Assistance
* Remote Desktop
6. Save the policy and apply it to the computers.
7. Do a manual update and then check for the issue.