Janice go to a trusted site, a site where you usually download, disable McAfee, and try to download something you had trouble downloading. If you can download without problems, re-enable McAfee and try to download something else from the same site. If you have troubles downloading then you'll know McAfee is the problem.
"Disabling" McAfee doesn't always work because it doesn't disable completely. People have even uninstalled McAfee and still not been able to download because the uninstall left remnants of McAfee behind. They had to actually run the McAfee uninstaller tool (MCPR.exe - "McAfee Consumer Products Removal") after uninstalling to get rid of it.
I think McAfee sometimes gets corrupt and has to be uninstalled and reinstalled to get it functioning properly again. You do need the removal tool for that.
Of course if it's merely misconfigured, what Homer suggests should work. But if it's become corrupt, check the instructions for uninstalling and reinstalling at McAfee.
http://service.mcafee.com/FAQDocument.aspx?id=TS101331Since you can't download anything on the affected computer, you may have to download the removal tool on another computer and transfer it using a USB drive. The direct link to download the uninstaller is here
http://download.mcafee.com/products/licensed/cust_support_patches/MCPR.exe