Double click the McAfee Security Center icon in the system tray.
In the user interface, go to "Internet & Network" and then to "Configure".
Inside the window, some options will appear, the ones which we must check to be set as in the picture below. In the "Firewall protection is enabled" section we click in "Advanced".
In "Program Permissions" list, we search for Regnum Online's two executables. If they aren't there, we'll add them manually with the "Add Allowed Program" button. Those files would be:
C:\Program files\NGD Studios\Regnum Online\RegnumOnline.exe
C:\Program files\NGD Studios\Regnum Online\LiveServer\ROClientGame.exe
And if they were, we procede to select each one of them and click in "Allow Access".
Then, we apply, accept and close the SecurityCenter.