What McAfee product is this relating to?
It's MCAFEE Web Gateway
Moved to web gateway
I guess there is no MAC address property in MWG to use by rule but you can use user name or name of group of users for sure.
Try to evaluate Authentication.Username with Stop cycle as action. this will stop any further rules processing and pass connection via proxy.
The rule can looks like:
If Authentication.Username matches Administrator then Stop Cycle
Also there is property Authentiation.UserGroups with the list of all group names the user belongs to.