Moved this to VirusScan as a better spot for it.
As I stated in your other thread I would update IE to v.11 asap.
It may be the user interface is stuck. Have you simply tried rebooting and then repeating the exercise?
You also may find it useful to run some extra tools to make sure you are clear of infectiion Try AdwCleaner and Malwarebytes Free for the last link below.
(Note: to keep the latter free of charge do NOT accept the free trial).
If it persists I think your best approach would be to speak with Technical Support direct by phone or online chat. But make sure you are clear of malware first.
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As Ex_Brit suggested, It is imperative that you stay up to date and current with not only Internet Explorer (11) to include (All) of your Windows updates/Add-ons/Extensions. In order for McAfee and other programs to function properly.
The latest Version of Internet Explorer is (11.0.13 - KB2987107)
Have you installed the latest release of Critical/Important Updates 10/14/2014? If not please do so Asap. This will have to be done anyway, should the case be you indeed have to contact Technical Support.
I would also make certain you have the Latest Version of Adobe Flash Player installed as well (220.127.116.11 Adobe - Install Adobe Flash Player. As this is quite often a avenue of Infections/Exploits. As Ex_Brit mentioned, I would definitely run the Tools he recommended.
( Note: ) Like Windows Updates, when you install the Latest Adobe Flash Player. You can set it to (Automatically Silent Update) Simply make certain you (Uncheck) the Optional Offers bundled with the Download,before continuing.
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I neglected to mention also, it would be beneficial to (Temporarily Disable) your McAfee before upgrading from IE10-IE11) after you have made certain it is (Clean). Restart directly afterwards ,if not twice then re-enable your McAfee Protection.
It is possible to empty the Quarantine folder using another method.
First open SecurityCenter and go to Navigation > General Settings and Alerts and open Access Protection and disable that.
Then enable View Hidden Files and Folders in Windows Explorer (any internal Windows page) Tools/Folder Options/View
Go to C:\ProgramData\McAfee\VirusScan\Quarantine and click Edit/Select All
Click Shift and Delete simultaneously and the folder should empty.
Take care to delete only the contents of that folder, not the folder itself.
Re-enable Access Protection as mentioned above and click Apply and then exit SecurityCenter.
Those instructions are for Vista/Windows 7/8/8.1.
For XP the folder is found at: C:\Documents & Settings\All Users\ApplicationData\McAfee\Virusscan