I'm going to reinforce the answerer above. McAfee is at best a decent anti-virus.
Imo Ad-Aware > Mcafee/Kaspersky/Avast. At the same time, you need multiple Scanner Anti-Viruses to stop what does get on your computer [And no PC is invulnerable by any means].
The best include
. Spybot Search n' Destroy
However, DO NOT run 2 LIVE [Live/Realtime protection such as Ad-Aware/Avast/Mcafee etc.] AV's at the same time, they will clash with each other and cause major problems.
To answer your question. It's many things.
They are pop-ups. It's Internet Explorer, known for it's very limited security, pop-up flooding, and slow page loading. Pops ups can also be caused by Viruses, which in this case sounds VERY possible, but IE allows it and probably contributes to it also lol.
How to stop it? My personal opinion is
1. Download and run Malwarebytes Anti-Malware and do both the Full Scan and the Quick Scan.
2. Stop using IE and stick with Firefox, the best browser there is. Google Chrome is a great option also.
Don't put all your stock into one AV, especially McAfee lol
Working with/against Viruses/AV's on a daily basis.