If you purchase a CD from a retailer who will ship to your location, you will still not be able to activate if OneCare is not available in the Cayman Islands, John. Activating a subscription for the first time performs a check of your IP address to determine location and availability of OneCare. If you are located where OneCare is not available, you will not be able to activate the subscription. The source of the program does not matter - CD or trial from the web site, they both need to be activated online.
So, please get an email to support to confirm what I suspect to be the case. Use the link in my previous reply to open an email support case.
-steve