Deselect the option to install McAfee before proceeding with the download.
Re: McAfee - you're right. Two A/V programs is bad. Uninstall McAffee.
Re: Storage. In order to view Flash content (videos or games), you NEED to allow a small amount of data to be stored in your temp folder, to prevent the content from constantly stopping and restarting. As always, if you have ANY reason to be suspicious of a site you're visiting, then you have reason the be suspicious of what it may want to store on your system but for the most part, Flash data is video "buffering" content and nothing more.