There is a possibility that the additional AV installed could be the cause, having two resident scanners installed is not recommended as rather than provide twice the protection it can cause conflicts that could leave you more vulnerable.

You don’t say which of the McAfee applications you had. But you should uninstall it using add remove programs and for good measure run the applicable tool below.

McAfee has an uninstall tool that you could run to ensure any possible remnants are removed.
http://download.mcafee.com/products/licensed/cust_support_patches/VSCleanupTool.exe
2007 version - http://download.mcafee.com/products/licensed/cust_support_patches/MCPR.exe
Also see - How do I uninstall SecurityCenter? http://ts.mcafeehelp.com/faq3.asp?docid=71525

You most certainly need a firewall at least the one with the OS which you also didn’t mention ?
Though a third party firewall would be better.