Registering with the securitè Nationale in Lux (Luxembourg)

Hi, has any of you from UK managed to registered with the securitè nationale here in Lux? Here they asked me for a E104 form. The National Insurance office in UK told me that this form does not exist anymore, and they need to receive a request directly from here ( a S040 form), in order to send them back a S041 form. Do any of you know what I should do? Thanks!