Send Me Free Credit Card Information

Does checking my credit score monthly affect my FICO socre?
I recently sent out a credit card application with tons of personal information on it and never received a card (It has been about a month since I sent it out).
With so many identity theft horror stories on the news I am feeling a bit paranoid that someone had stolen my application and has all my personal info. I want to call the credit card company to confirm that they got my application, but I misplaced the package they sent me. How much does it hurt my Fico score if I check my credit score every month?
Does anyone have any suggestion or know of a good free credit report site to go to?
you get one free from each agencys yearly – you can purchase a plan to watch your credit report – and it can take 6-8 weeks to get the credit card – they have to process them
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