Flea question

My poor girl KeKe has been through the wringer lately.  I found out last week she has fleas after finding the dirt in her fur and bed.  She's an indoor kitty.  I treated her with advantage from the vet and she still seems a little itchy.  She had a big oily spot on her neck after the treatment.  Did I do it right and should she still be itching?  I also saw some more dirt on a clean sheet today even though I flea combed her yesterday.  I squeezed the tube slowly into her parted fur so it wouldn't run all over.  I am treating the house now and ordered some "knockout" brand spray the vet recommended which hasn't come yet.  I read in the other threads about putting a flea collar in the vacuum bag.  I have a bagless vacuum-can I still do that?  Also, can I get the collars they sell at the regular grocery store?  I know those are bad news to put on the cat, but wasn't sure for.cleaning purposes.

Thanks!

Whoops I meant to post this in care and grooming!