Here's what is happening:
Windows Live OneCare incorporates the functionality of Windows Defender,
while substituting its own User Interface (UI.)
Consequently, with OneCare installed, Windows Defender will be disabled.
This does not mean that you are not protected--in fact, you are far better
protected than with simply Windows Defender alone.
I do wish they could manage to convey this interaction a bit more
successfully to the customers, though!
So--what you are seeing is normal. If at some later point you uninstall
OneCare, Windows Defender will remain available and be re-enabled.