Trying to download McAfee Software, Not supported???

Linux is not OS X, it's a different operating system. You're trying to download the wrong version of the software.

IMHO, you're better off without McAfee software.

Welcome to Apple Communities

Don't install that. You don't have to use it because the Mac is safe and it slows your Mac

ClamXav, it's free and less problematic. But, don't be surprised when you don't find anything with it, because there is nothing to find.

You can install it if you have an external disk for Windows, but you can get rid of those

OS X versions 10.6.7 and later have built-in detection of known Mac malware in downloaded files. The recognition database is automatically updated once a day; however, you shouldn't rely on it, because the attackers are always at least a day ahead of the defenders. In most cases, there’s no benefit from any other automated protection against malware.

The most effective defense against malware is your own intelligence. All known malware on the Internet that affects a fully-updated installation of OS X 10.6 or later takes the form of trojans, which can only work if the victim is duped into running them. If you're smarter than the malware attacker thinks you are, you won't be duped. That means, primarily, that you never install software from an untrustworthy source. How do you know a source is untrustworthy?

1. Any website that prompts you to install a “codec,” “plug-in,” or “certificate” that comes from that same site, or an unknown site, merely in order to use the site, is untrustworthy.
2. A web operator who tells you that you have a “virus,” or that anything else is wrong with your computer, or that you have won a prize in a contest you never entered, is trying to commit a crime with you as the victim.
3. “Cracked” copies of commercial software downloaded from a bittorrent are likely to be infected.
4. Software with a corporate brand, such as Adobe Flash Player, must be downloaded directly from the developer’s website. No intermediary is acceptable.

Disable Java (not JavaScript) in your web browser(s). Few websites have Java content nowadays, so you won’t be missing much. This setting is mandatory in OS X 10.5.8 or earlier, because Java in those versions has bugs that make it unsafe to use on the Internet. Those bugs will probably never be fixed, because those older operating systems are no longer being maintained by Apple. Upgrade to a newer version of OS X as soon as you can.

Follow these guidelines, and you’ll be as safe from malware as you can reasonably be.

Never install any commercial "anti-virus" products for the Mac, as they all do more harm than good. If you need to be able to detect Windows malware in your files, use the free software ClamXav — nothing else.

McAfee sells enterprise software to businesses. Is that what you are looking for? They do have an end-point version for Macs, but they stopped supporting their home version of Virex years ago.

Either ClamXav or Sophos are the only ones I would recommend currently. Both are free, and excellent. However, note that there's more to protecting yourself than installing anti-virus software, and you may be able to do without anti-virus software altogether. See my Mac Malware Guide.

don't be surprised when you don't find anything with it, because there is nothing to find.

I've got a list of thirty things that say you're wrong: Mac Malware Catalog