building trust works. you don't need McAfee to do this. McAfee is an overpriced way of building a little trust.
we do it much cheaper, in a variety of ways: clickable SSL logo, clickable privacy/security logo, 1-800 number prominent in the header on all web pages, links to easily find support & contact info, testimonials page, etc..
everything we do to build trust does not cost us any extra. we do get a few extra phone calls, but most of the calls turn into sales. I personally think the McAfee seal thing is a total scam in terms of the amount of money they are charging small businesses. it might make sense for a big company, but not the little-mid size guys. (like most who read this forum)
the easiest thing you can do to build trust is just be open & transparent with the customer, and show the customer you are real business that cares, and not some fly-by-night shady operation that is going to scam them or give them a hellish shopping experience.