Well, if you start reading with Network Settings at http://www.worldcommunitygrid.org/join_now/network_settings.html and then go through Connecting to the Server at http://www.worldcommunitygrid.org/join_now/connecting_to_the_server.html ,
then the next thing might be to bring up Firewall and look at the Internet Applications List. The Troubleshooting – Agent Paused page at http://www.worldcommunitygrid.org/join_now/agent_paused.html lists the processes that might access the Internet. Make sure that they can. If your Firewall is configured to pass these applications and to allow outbound communication on ports 80 and 443, then check your event logs to see if the Firewall is reporting blocking something internal.

If none of this helps, then please return to the Forum and tell us so we can figure this one out.

Best Wishes!!
Lawrence

Time to start narrowing things down.
You have McAfee version 6.0.
Everything works when the firewall and virusscan are disabled, so the internal Windows SP2 firewall is not implicated.
Does it work if firewall is Active but VirusScan is disabled?
What does working / not working mean in your case?
Lets get very loquacious on this point. For example, what message does the Agent give you when it is not working.
What does the firewall log show if the Agent is attempting to work but failing?
NOTE: I am very nervous myself about ever disabling a firewall. I assume from your description that you are connected directly to the cable but is there a black box to convert the signal? Does it have a builtin hardware firewall? This is for your own protection since you have proven that it cannot be a problem since disabling McAfee works.

Curiously,
Lawrence