I suspect a corrupted installation may be to blame and why that would be the case is anyone's guess.
You haven't been using registry cleaners on it have you? Those are notorious for causing this sort of thing.
I assume Internet is OK without McAfee installed so uninstall everything McAfee via Control Panel > Programs and Features
Then run the MCPR cleanup tool and reboot. Windows Defender and Windows Firewall should have kicked in at this stage to protect you.
Verify you have a working Internet connection. If not then investigate in Device Manager. and the Network Center You may find some useful Tutorials here: http://www.eightforums.com/
Then retry an installation of your McAfee software from your online account, not from any CD you may have.
Note: this will disable Windows Defender & Firewall - that is normal behaviour.
A normal installation such as this should allow for the Internet connection and other processes in Windows automatically.