Anti-Virus programs have been known to fight against us from time to time, and I am sorry that you are having this trouble currently. Do you happen to know what version of Covenant Eyes you are trying to install?
One simple (ish) option would be to try and install Covenant Eyes in safe mode. First download the .exe from our website, then reboot your computer into Safe Mode and try the installation. (just regular safe mode, not networking) this may give you a chance to bypass McAfee for the installation