McAfee CREATE RESCUE DISK does not work.

I have McAfee VirusScan Online and its option ?Create Rescue Disk? does not work (also I have McAfee Firewall, but the problem is previous). Mi connection is LAN broadband by Cable Service Provider. Persistently the program sends the message ?Download of component failed?. I have tried thousand times, verifying details, including all kind of consultations to McAfee, whose staff gives only incoherent useless answers. I gave up as for McAfee. Could some partner from TechRepublic help me? Many thanks.