Hey dingle berry,
You keep saying "doesn't appear" and "disappears", I think AVchap is correct. You are too hung up on seeing that blue icon in the corner (NOT the one for VirusScan).
The 3.1 epoAgent is now married to the Mcafee Framework Service. Check YOUR folder where epo agent is installed (DEFAULT LOCATION = C:\Program Files\Network Associates\Common Framework). If that folder is about 4MB in size, then the agent is still there.
I don't use Windows ME, so I'm not sure how you'd check if the service is running, but you can run a "cmdagent.exe /P /E /C" to refresh epo policy settings from the comand line, and then maybe you will start seeing your favorite little (epo) icon in the corner.
Otherwise, run "frminst.exe /forceuninstall" from the command line (found in the epo agent folder) to REMOVE the agent and re-install as desired.
Carpe diem, procrastination is the thief of time...