I'm not sure of why you weren't redirected to the download page but this seems to be a fairly common issue. Install the One Care trial -
http://onecare.live.com/standard/en-us/install/install.htm After installation open One Care, select "Subscribe" and when asked for a Live ID enter the Live ID and password used to purchase your subscription and One Care will activate.
Jim - MVP Windows Live - Forum Moderator - Live One Care - Live Mesh