I just noticed this today. I use my computer at work on their domain. McAfee is part of the bundle, so I have to use it.
It updates several times a day and I never really paid attention to it until today. When the update starts, A window comes up with the update progress. Near the top, MAYBE 2 or 3 LINES down I read:
an error OCCURRED DOWNLOADING the file SiteStat xml

I did a Google search for that and I see I'm not the only one to see it, but all of their solutions involved something in the server. I went to our computer admin and asked about it. Since I'm not actually having problems with my machine, he just seemed to act like it was no big deal.
OPINIONS?
JimMy opinion, speak to someone in IT management.

If the person in computer admin acted like it was no big deal & you're not satisfied that they did all they should to help/put your mind at ease, then you should get a second opinion.That was the IT guy! I showed it to my son and he thinks that it's not a necessary file. I don't know. I meant speak to someone in IT management ie the manager? was it the manager you spoke to?