You post are hard to understand.
If you have McAfee firewall active it will turn off Windows 7 Firewall. As has been posted by Bigmck, one at a time.
Because McAfee is malware in my opinion I suggestion removing everything McAfee from your computer. Using their on line removal tool. Then I suggest installing MSE and using the built in Windows 7 Firewall.
Microsoft Security Essentials - Microsoft Windows
Of course its your computer so its your choice.