I used to use McAfee then one time they did an update to the app itself and I wasn't able to turn it off for my trainers anymore. Exceptions didn't work either. So I called them and complained and asked how I could now disable it for the trainers and they told me there wasn't any way now.
So I had to uninstall it and get something else. I don't know which McAfee you have but it's possibile you might have to do the same. You might want to call and ask them if you're having problems with McAfee and trainers.
* Updated game trainers and cheats daily
* Get notified when new cheats are added
* Request which games get new trainers
* Priority support with any problem