Try clearing your browser cache or even another browser, it should succeed eventually.
What I normally do is save the downloader file to my desktop first (& a key if they give you one as you may need it), right-click, Properties and Unblock it.
Then double-click it and go from there.
Failing all that contact Customer Service by phone, they're open 24/7 for your area I believe.
Maybe they are having server problems, who knows? They can advise on that and if necessary connect you with Technical Support.
In addition to Ex_Brit's excellent suggestions. When you removed the previous Security Application, after initially removing from your Control Panel/Programs/Features. Did you use the product's individual 'Removal Tool '? Even when removal of your McAfee Products, it is advised to restart and use the (MCPR) Tool to remove any remnants.
And of course make certain you are current with all Windows Updates/Internet Explorer/and all add-ons especially Adobe Flash Player.
All the Best,
Make sure you haven't set the cookies security in Internet Explorer above 'Medium' (the default value), as this will stop the download dead. Seems like McAfee uses much of the gubbins of IE, and so if you change security settings from default, it can seriously affect McAfee.
This issue had me tearing my hair out for about 24 hours a few years back...............