Was Windows Firewall shown to be running in Windows itself or in Speccy, reason that I ask is it is quite often shown to be running in Speccy when it is in fact not. if in Windows disable it and see if the McAfee Firewall stays running, if it does let us know here, if the McAfee Firewall does not stay running please refer to the GTG Malware Redirect information below;
I suspect that you have some malware on your computer causing issues that we are not able to solve through means we can use here in the Tech Forums. I suggest you read the 'Start Here' topic found here. With these self-help tools you have a high chance of fixing the problems on your own. If you are still having problems after following Step 3 of the guide, continue with Step 4 and 5 and post in the Malware Forum. If you are unable to run any programs, Please create a topic stating what you have tried so far and that you are unable to run any programs. Also, Please do NOT post the logs in this thread.
If you are still having issues after the malware expert gives you a clean bill of health, Please return to THIS thread and we will pursue other options to help you solve your current problem(s).