To answer your first question in regards to your Icon, the answer is (No). You should see a (Red Shield) With (M) displayed in your lower task bar, beside your clock. What Version of McAfee are you running, and is it current with your updates?
It seems that you definitely have inadvertently Downloaded/Installed a "Nasty" of some sort? Or picked something up. I recommend running the Latest McAfee Getsusp , Please enter your Email address under "Preferences" before scanning. Follow up with the Latest McAfee Stinger (Read how to use) Better to save the Download to your Desktop, close all applications/Browser and go to it and Install.
I would then follow up with Malwarebytes (Free) Version. To keep it free, Do not accept the Free Trial offer/or Activate. Lastly, I would run AdwCleaner as well for a second opinion. All of these (Free) Superb Tools can be found in the following link: Anti-Spyware/Malware & Hijacker Tools
Please make certain you are current with all of your Windows Updates,to include Internet Explorer. McAfee and other programs use it to function properly. After making certain your system is clean, I would advise to re-install Adobe Flash Player to the Latest Version ( 126.96.36.199) The link to the Adobe Download Center is here: Adobe - Install a different version of Adobe Flash Player
Make certain you (Uncheck) optional offers before Downloading/Installing.
In addition, could you please open your McAfee UI to see if it displays "Your computer is Secure"?
I would also recommend running a Windows (Disk Clean/McAfee Quick Clean) as well ,and restart.
You may find this article by Fellow Moderator Hayton, to be most informative and better understand how
you came to having been infected. How you get tricked into installing Potentially Unwanted Programs
Kindly post back your results....
All the very best.
I don't know what the blue shield is, can you get a screenshot of it? It's not McAfee whatever it is, the McAfee icon is a red shield with an 'M' in it.
As for the other questions, if your PC is crashing and you're getting advertising pop-ups then you've got something unwanted on your system but there's no way of telling what it is.
Have you got McAfee installed? If you have it then run a Full Scan. If you don't have McAfee then you need to scan for malware, adware, spyware and PUPs - using more than one product, for best results. Start off with McAfee's Stinger, which is free to use - download it from HERE. That will detect some but not all of whatever you've got. For PUPs run Malwarebytes, the free one - from HERE. For adware run AdwCleaner - from HERE.
If you still have symptoms of infection after running those there are other programs you may need to run on your PC. We can advise you which ones to use.
Moved this provisionally to Malware Discussion > Home User Assistance.
If you would kindly take a look at my initial post to the OP, you will clearly see that (McAfee Getsusp) was the very first program in which I suggested to be run. I also inserted the Appropiate Link in order to do so.
There are occasions in which issues present themselves, where it requires more than (1) program to alleviate one,s problems at hand. I am certain that as time goes by, you will become to realize. That on the (Consumer) side of things, opposed to the (Enterprise/Buisness) products encompasses different solutions, to resolve one,s issues.