Yea, I was having that issue too. I think UPnP messed up with some of the tests, and not with the ports themselves. Come to think of it, I know for a fact I used CuteFTP with UPnP on.
Best way to configure Mcafee firewall? Get rid of Mcafee. Hehe. Its one of the 3 boy band like AV products (Norton, Mcafee, Trend) with lots of fame, but very little actual talent. May I suggest Avast if you want free, or NOD32 if you can pay. Other then that, no, have no experiance with Mcafee.