Good review, thanks for showing us McAfee Antivirus Plus. Nice to see ignoring the SiteAdvisor download protection notification and to see if McAfee truly detects the files as malicious. Similar Web Filters, don't always have a detection for the threat when blocking sites and that is what I believe provides a false sense of security.
For example:
fileA.exe downloaded from siteisblocked.com
fileA.exe downloaded from dropbox.com
2 malicious files, one is blocked the other is allowed.