Usually this is an issue with connection to SSL services, or if a proxy is enabled. Here's the troubleshooting that we would recommend.
If these don't work for you, or you want any assistance.. have one of our shaw-moderator request a callback for you.
Are you able to provide the full warning message you are seeing here, or if possible, post a screen shot?
Welcome to the annoyance that is McAfee.
I stopped using it for this exact reason. There are less annoying, free options out there. I for example now use Avast. It has yet to annoy me once...
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