My ISP (JCOM) says that McAfee is the only security software that will work with them. Is that true? The system is running Windows 7 Home Premium Japanese Version. The McAfee system is provided by them and under their support but no obvious customisation mark.
No but they can blame any problems you have on running an unsupported firewall and refuse to offer any support until your unsupported firewall is disabled.
No, that is an unreasonable claim. A firewall is in essence just another computer, which you happen to filter your traffic through.
Unless JCOM has some way of identifying what system you are using to connect to them, and explicitly torpedoing your connection based on that (did I mention "unreasonable"?), the service from your ISP should not be affected by your choice of firewall.
I'll wager this is just a case of miscommunication on some level (..perhaps what they meant was that JCOM only provides customer support for that brand of security software? Just a guess..)