I did and it showed a selection, one was McAfee, which I already have and use. So why is Windows telling me I need a new one and my computer isn't protected?
It also said I shouldn't select another one as more than one anti-virus thing can mess with the computer.
As for why windows is telling you what it is, ensure that all your security programs are completely up to date with the latest definitions available. And also ensure that you do indeed have the right settings in the windows security centre, all the security centre does is monitor the programs you install to do certain things like a firewall. So you need to ensure that , in the case of the firewall that mcafee is selected, and that windows firewall is turned off.