maggioneato
I'm not familiar with the McAfee one, but I guess there must be a way to decrease the alert level. No need to get a warning when some Kazaa nerd scans your PC, but these events should be logged to a file, just in case there is something more serious.
not in to file sharing or gaming
This means ALL ports should be closed to incoming traffic.
I'll leave it to the experts here to tell you where to look.
If you uninstall the software, those guys will still attempt to connect to your PC, but you won't be able to see them and prevent them from doing so, bit like breaking the thermometer when you have fever.