First off, take a large deep breath, then scream :)
Ok, odds are the pop up you saw was made to appear like it came from windows, but it was not - it was just another piece of spyware/adware. If you downloaded what it wasked you to , your computer is infected to the gills with various and sundry pieces of malware and spyware. Many of the more current ones damage or disable antivirus/antispyware software so that no matter how many times you run them they will not work, and it will also block you from getting software to help out ( the problem you are having with the McAfee web site ).
The best way to get past this is to boot in wondows "Safe Mode", and select " Safe Mode with Networking ". This will start windows without loading extras or addons - giving you the bare minimum you need to operate. At this point, you need to run antivirus and anti spyware software that you know is good - that is , not something you were told to download by a popup or other such methods. It may take several passes with different software to get rid of everything that has found it's way onto your computer.
My reccomendations are :
spybot search & destroy : (http://www.safer-networking.org/ )
BE CAREFUL - there are fake copies out there , only go through safer networking.org
AVAST : ( http://www.avast.com ) this is an excellent antivirus package that is free for home use. It will also scan items as tehy download preventing alot of sneaky or tricky bits from getting past.
This will be some work, and take some time - alot of people will tell you to jsut erase everythign and start over, but it is possible with some perserverance to recover your machine to the point of being able to save data and/or clean everything up.
Good luck!