Fraudulent Use of my Credit Card

I live in Apex, North Carolina.... On March 7, 2015 some unknown person or persons fraudulently used my Bank of America Credit Card without my knowledge or consent in Lincoln, Nebraska three separate times for over $300.00 at a Sams Club #6313, LIFELOCK DID NOT PICK UP THESE THREE TRANSACTIONS. I am not very happy about it. Why was I not notified by Lifelock at the time it happened? I thought that this is what I pay Lifelock to do. I would appreciate a telephone call from someone to explain why and how this happened without Lifelock catching it and notifying me. Thank you! David Scherer.