D'oh! Please help! McAfee, Privacy Service and the mystery of the missing files...?

Everytime I connect to the Internet, I get a 'Always Blocked' by McAfee screen appearing. The thing is, I'm the administrator on my own computer, there are no sites currently setup as 'blocked' and the only way I can access the web is to disable the 'Privacy Service'. I've a horrible feeling that I've deleted some files I shouldn't have after a bit of housekeeping, and the result is one almighty pain in the backside. Does anyone out there know how to solve this issue? Thank you!