Only One User on IE at a Time

We have  a Dell XPS 400.  After getting it up and running and setting it up so that my wife and two kids have their own user names, only one of us can have an IE window open at the same time.

 

This means that if my son is using IE and I switch over to my account, I have to go back to close IE for him, before I can surf the net.

 

I'm wondering if this has something to do with installing the McAfee Privacy Service?  I love the product, but can't figure out if it's causing this problem.

 

Thanks,

 

Andy Mayer

Chesterfield, MO