The McAfee Security Suite firewall probably disabled the Windows firewall, which it should have done, as you shouldn't have 2 firewalls running at the same time.
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....(but I have the same thing on my notebook and it doesn't show as giving problems with the Windows firewall there).
If you have the McAfee firewall on your notebook, you should disable the Windows firewall.
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Nor have I run any online scans on that machine (like HouseCall, you mean?).
Yes.
I usually run a couple of online scans every month, or two.
http://www.pandasoftware.com/activescan/
http://housecall.trendmicro.com/
Also this online Trojan scanner:
TrojanScan