Please be sure that your system meets all the system requirements for McAfee Personal Firewall Plus 2005.
Operating System: Windows 98, ME, 2000, or XP
CPU: Pentium 133MHz
RAM: Minimum 16MB RAM; 32MB recommended
Hard Drive Space: 8MB
Microsoft Internet Explorer 5.5 or higher
Assuming that you do meet all the requirements, I'm guessing that the program that is failing is the Windows Installer. This assumes that the McAfee program uses the windows installer. You can download the program from Microsoft by
clicking here.Follow the installation instructions, then after system restart try your McAfee firewall install again.
By the way, for home use you can get an excellent firewall from Zone Labs for free. If you can take the McAfee program back and get a refund, you may wish to download the Zone Alarm firewall program from:
http://www.zonelabs.com Click the "Free ZoneAlarm and trials" link.
Dwight