There are a hundred million McAfee users.
If they couldn't download virus-laden mail, their mailboxes would fill up. If their ISPs were able to eliminate viruses at the mailbox level, then those users would have no need of McAfee.
McAfee refuses to download viruses because McAfee doesn't download anything. Your email program is what downloads email.
McAfee cannot look at files while they are still on the server, only once they reach your computer. The problem is in your computer.
If you want to delete email from your mailbox without downloading it with your email client, you can type "mail" at the command prompt, or you can use squirrelmail. Those are both unix/linux software packages, and thus cannot be infected by the Windows-specific Klez family of viruses.
Claire Booth Luce used to point out, "no good deed goes unpunished". Never the less, there are lots of people on the net, far smarter than I am, who would go to great lengths to help you solve technical problems. All you have to do is be polite and sound clueful. So why did I wade in? Like I said, they are smarter than I am....