Thank you jock1e for your message.
No; it's nothing to do with McKee or any other security programme. It's part of the Win7 system. Or rather it seems to be a Win7 feature to ensure that if the computer is stolen, everything is blocked making it useless to the thief. Presumably also to the owner should the computer be recovered!.
If one wants the feature, one has to buy it! I did not proceed any further than the nuiscance window.