Do not feel bad about getting unemployment! It's there for you to use, use it! I've been out of work for three months. I have a wife who also lost her job and a kid. I have a house payment and food to buy, I didn't care about collecting unemployment. It is not welfare! You've worked all those years and your employer has paid into the unemployment insurance program so it's there when/if you lose your job.
I repeat, DO NOT FEEL LIKE A BUM FOR GETTING IT!
As far as the working at Walmart thing, I applied and they wanted to pay me $9 an hour. That was far less than what I was making before, less than unemployment paid me a week, and not enough to support my family. It wouldn't have been worth my time to work there.