Hi asaf0000,
The "full" download includes the McAfee software, but it does not automatically install it anywhere. If you don't explicitly choose to install it, it won't end up in your host or in any of your VMs (and there is no explicit consent hidden in the fine print!). If I remember correctly, there's a menu item for "Install McAfee VirusScan" which you have to choose if you want to install it into your VM... without doing that, it doesn't install or run anywhere.
If you choose the "full" download, it'll behave exactly the same as the "light" download, except it doesn't need to separately download the VMware Tools packages or the McAfee VirusScan package should you choose to install them into a VM.
I commented elsewhere in this thread that the update server issue appears related to a recent renewal of the SSL certificate. Check that your host's date, time and timezone are set correctly. If there is a timezone issue, there's a good chance that the update server will automatically start working again tomorrow.
Cheers,
--
Darius