Installing the software doesn't mean a thing, the software itself is 'free' to download online, it's the subscription for program and detection updates for 1 year that you pay for. The CD itself simply contains a few support programs required to support OneCare, the actual installation of OneCare still comes from the Internet based servers, not the CD.
What you need to do is perform the 'Activation' of your subscription. This is done by logging into your billing account either directly or by opening the OneCare GUI on your PC and clicking the Activate button. Then select the option to activate with a PIN and use the 25 character code printed on the orange label found inside the OneCare box you purchased.
OneCareBear