How did I get a virus after using Windows Live OneCare Scanner and I have McAfee Security Suite and Firefox is?

I had to end up calling Dell Software Tech Support and paying $150.00 for them to remove a virus. This past week I have scanned with Windows One Care and McAfee daily- I am the only user of this machine and I don't ever search/open anything weird. I am not a very computer literate person and I am afraid that I will get "hacked" cuz I am stupid- so security is really important to me. There was one thing that I did: a few days ago, I noticed my security "seal" for Yahoo mail wasn't in existence (as it had been for a good while) but I still signed in anyway (I know, don't say it). A whole bunch of times. 1) Why did not my scanning pick something up, 2) how can this happen when I have Firefox, 3) all I really want is a good way for me to take care of my computer (I am addicted and on it all the time), could some kind and knowledgeable person suggest a schedule of tasks I could do to prevent such things from happening again? I cannot afford such costly mistakes. I love Firefox and now never use IE. I am sorry this is long winded. I am so upset and really would appreciate your input. Thanks.