The former pro wrestling executive has spent more than $20 million of her own money funding her campaign. She spoke to "The Early Show's Erica Hill Wednesday from Cromwell, Conn.
Despite a now-familiar theme of anti-incumbent and anti-political insider sentiment among voters, McMahon is considered an underdog against her Democratic opponent, Connecticut Attorney General Richard Blumenthal.
"What I've continually done is build momentum," since entering the race last September, McMahon said, "because I have been out talking with the people of Connecticut. I've been listening to them. I've been letting them meet me, kick the tires a bit and understand what my message is about." (Watch the video)
Voters are afraid, she said: "They're concerned about their jobs. They're concerned about the economy. They know that I've been there, I've created jobs, I've also been in a situation where, you know, I've been bankrupt, I've lost everything."
Inexperience Wins on Busy Primary Night
Michael Bennet, Ken Buck Win in Colorado
Ned Lamont, Once Lieberman Foe, Loses in Conn.
Some of the commentary on McMahon's candidacy has focused her spending her personal wealth on the race. She's spent $20 million on the primary and pledged to spend $50 million in the next race, but she's also said that support can't be bought.
"The money that I'm spending, you know, in this race, I have clearly earned and I'm investing in myself to be a public servant," she said. "I'm not taking any PAC or special interest money because I want to be an independent voice when I go to Washington."
Interactive Map: CBS News Election 2010 Race Ratings
"You can sit back, run ads, do other things, but if you don't go out and let the people of this state get to meet you and talk to you and understand where you're coming from, and to have a real feel for who you are and what you stand for, you will not be successful," she said.
On Tuesday night, the Democratic National Committee released a statement reading, "Today the party of Bob Dole, Jack Kemp and Dick Lugar nominated a candidate who kicks men in the crotch, thinks of scenes of necrophilia as 'entertainment,' and runs an operation where women are forced to bark like dogs. This is what has become of the once grand old party."
"WWE has had an evolution of its content from TV-14 to TV-PG," McMahon said. "The focus has been, from my opponents on some - some of the TV-14 content that's old and early on."
"But today the issues that are facing the people, you know, in Connecticut are jobs, is the economy, and that's what we're focused on," she added. "As long as the Democrats want to continue to talk about, you know, an action adventure soap opera instead of the real issues on the minds of the people in Connecticut, I'll win again in November."