Shockwave displays graphics in your browser window. If you are having problems then uninstall it, reboot your PC, then reinstall it.
For McAfee it depends what type of file you have downloaded. Best thing to do is double click on the file and it should start the install.
If that does not work come back to us as there are other options but I don't want to confuse you with giving other options.
What is the full name of the McAfee product you have downloaded because usually it is a chargable product though they do a free product called "Security Scan Plus".
If not that it may either be a trial version, or maybe even a scam so be careful.