If you are truly interested in being informed, I'd read the entire interview. Here is a snippet of that interview:
MR. RUSSERT: Let me read another key judgment. “Although we have discovered only a handful of individuals in the United States with ties to al-Qaeda senior leadership since” September 11th, “we judge that al-Qaeda will intensify its efforts to put operatives here.” But there are people in the United States, you are saying, who have direct ties to al-Qaeda senior leadership?
Admiral McCONNELL: And the way I would describe it is we have strategic warning. We know what al-Qaeda, in their safe haven in Pakistan, intends to do. We’re watching them train and recruit, and their effort is to put someone inside the United States. There have been some clues in some cases where there would be a tie. But we do not have tactical warning currently. There are sleeper cells tied directly to al-Qaeda inside the United States. So we have the strategic warning, not the specific tactical warning, but we know their intent.
Note how the Adm. McConnell draws the distinction between strategic warning and tactical warning. I point this out because many times there are questions about specific warnings, when the government states there is a heightened state of alert. This is all well and good, mind you, as we would all like to know specifics. But sometimes, answering specific questions about specific tactical warnings is not in the best interest of the people. If a specific tactical warning is not kept under the hat, the terrorists will shift their tactical intentions. In short, if they think we know what they intend to hit and we announce it, they will change their plans, possibly to something we do not have information on. This will increase the risk of an attack being successful.
So, I say to all, do not get discouraged when you do not hear specifics, and do not get scared. Just go about your business and keep your eyes peeled for anything that doesn't look right. That's all a person can do.
There's a reason we haven't been hit. A lot of people are working their asses of to make sure we don't. Still, there are many areas that need attention, the borders being at the top of the list.