McAfee is blocking something that might do things on your system that you don't want it to do. To get rid of the pop-ups, identify the problem program and either whitelist it or remove it (Malwarebytes Free or AdwCleaner are useful programs for this sort of thing).
As Hayton stated, utilizing the Programs he recommended, may very well indeed solve your issues. As you can clearly see in the following thread : Pop up message from Mcafee saying that blocked unwanted program - from 4-09-2014 The programs Hayton mentioned are in the (Removal Guide) suggested by Fellow Moderator Ex_Brit as well.
Especially if the program is (PUP-FOG) as Selvan mentioned.
McAfee Volunteer Moderator 1
Remove Movie tool bar from add & remove program and it will not come up. I got an update from McAfee that they have added few detections in DAT file which will fix these issues.
As far as I know, McAfee does not detected as they are 3rd party program and are legitime. They are free tool that chose to delete but why are you going to delete a 3rd party toolbar that maybe some customers want to use it?
Run full on demmand scan in the Machine and as ansaries said may be there are some detections in the dat.