In general,
AFAIK, McAfee AV is not that great these days... Plus, you also need to protect against spywares, malwares, etc, for which I dont think McAfee will do well... First, install antispyware scanners such as Adaware, Spyware Doctor and Spybot SnD and update their definitions to the latest... Then, run a scan with these tools and with McAfee in Safe Mode... Then, if problem persists, get HijackThis and post its log here... We can check what malware are there...
EDIT: I hope you have a decent firewall in place...
Arun