Well i recently installed KASPERSKY and uninstalled Mcafee now i frgt how to make FIREFOX realize that....SO it searches for mcagent.exe AND every time i download a file and gives me this POP UP that i have attached!!!
check in firefox options "Content" tab > "File types" > download actions button
See if u can see if any file type is configured to be checked by mcafee.
select that file and change the action to point to ur required av software