The usual process is to download and install and *then* subscribe by signing in with a LiveID and then providing payment information or a retail key to start your subscription. How did you purchase before download and install?
If you already have a subscription by virtue of a purchase, you can verify your subscription status at http://billing.microsoft.com
If there is a link to subscribe in OneCare, click that link and sign in with the LiveID that is associated with and you verified as showing the active subscription.
If you mean that you purchased a retail CD, but the installation downloaded the latest bits and upon completion you are now presented with the option to subscribe, click that link for subscribing, sign in with a valid LiveID (or create a new one) and then select the option to subscribe with a retail key or PIN.
-steve
