I flea treated Oscar 2 week's ago with frontline and noticed tonight that there was a flea on his bottom bold as brass crawling around.  Do you think it is one that he's just picked up and probably in a dying state.  He's been regularly treated for the past few months.  Should I treat the whole house again?

Even though you protect againt fleas, they still can jump onto your dog from outside (especially when its nice and cosy in your house :)) They wont survive on your dog though.