Hold on a second,
Are you saying you are running windows firewall at the same time as the mcafee firewall?
The next question is are you trying to set the server up through a router ?
If you are it is likely the hardware firewall of the router is also causing a problem.
You should only ever run one firewall, as you will run into lot`s of trouble.
If it turns out you do have a router with a hardware firewall.
I would turn both mcafee, and the windows fire wall off.
And only use the hardware firewall of the router.
from there it is a case of going into the router menu.
and then to the port forwarding section of the routers menu.
You will need the Ip address of your machine hosting the server.
And you will need the ports the mine...