Glad the others have been able to give you the advice.
As Mark says, dont feel guilty, the shops sell these things so it easy to believe they work !!
Flea collars are rubbish, they only get the fleas away from the neck and as for Bob Martin
Frontline you can now buy from other places as well as your vet. It is cheapest online but you can even buy it in some Chemists now !
I would deff pop along to your vets for a household spray, the fact that you are seen a flea on Annie means there are prob a few in the house now (sorry).
Start off with treating the house and then keep up todate with the frontline and you shouldnt see any fleas again.
I have 11 cats and i never see any fleas because i am up todate with the treatments.
Good Luck xxxx