I guess it might be different for different people, but here's what I did: 
 
I went to 
http://us.mcafee.com/root/login.asp; after entering my username/password, I had the downloads that I was entitled to available for download.  Whenever you bought Mcafee, you probably created an online account (for updates, etc.); you would use that account.   
In my case, I have three items listed.  I chose the anti-virus option.  Actually, it doesn't matter which one you choose to download; when you run the downloaded program, you have a chance to pick any of the items you have paid for; you can check or not.  I have left the Privacy Policy OUT.   
I hope this helps.   
note:  I have an account with Comcast, as my ISP, and so I get Mcafee free of charge.  All I had to do was create an account with my comcast.net account and voilá.  Anyhow, I mention this because it may be different from "paying users", etc.  
A-