You;ll have to use the CD to install it but Technical Support should be able to assist you if it doesn't work. They are free to phone or chat with online - see the link under Useful Links at the top of this page - Portuguese service is only available Monday to friday 0900-1700 however.
Meanwhile can you tell me what operating system and service pack are you using? Also whaT VERSION OF iNTERNET eXPLORER ARE YOU USING?
(McAfee relies on an up to date version of IE and all its add-ons, regardless of your default browser)..