Sounds to me like an issue with your Trusted Sites settings.
Ex Brit at McAfee support forums offered this to a user with a similar issue. It worked for that user.
http://forums.mcafeehelp.com/showpos...12&postcount=2
Quote:
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Go to I.E. Tools/Internet Options/Security set all zones to default but particularly the Trusted Zones, uncheck the item shown in the attached picture and click Apply, then OK and see if that helps.
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