Despite receiving death threats, the ESPN correspondent tells PEOPLE she is committed to the show and partner Maksim Chmerkovskiy.
"I'm glad I'm here. I have a dance on Monday and I don't want to let Maks down, I don't want to let my family down, and I don't want to let myself down," she says. "I'm not going to stop living my life."
Andrews will perform the waltz with Chmerkovskiy. She says the time on the dance floor has been therapeutic.
"I don't quit on things. It's not an option for me," she says.
This is the second scare Andrews has had to face in the past year. Last month Illinois resident Michael David Barrett was sentenced to 30 months for filming Andrews through the peephole of her hotel room door and posting the video on the Internet.