'McAfee' warning??

Could be legitimate.  I would occasionally get a similar message when I used a similar service to McAfee.

tomcat said:

I get a lot of junk email.  When I try to unsubscribe, I get a McAfee pop-up indicating that 

'This site contains potentially dangerous content that could harm your computer.  We blocked it so you can continue browsing with confidence.'

The pop-up is the same in response to several different mails.  Is this legitimate, or a shield against unsubscriptions?

Have you actually subscribed to the organisations sending the junk emails?  If you haven't, then don't hit unsubscribe.  If nothing else, you're indicating that yours is a legitimate email address.  And, yes, the emails in question may contain content that could be potentially dangerous to your computer.

Just delete the emails, instead.