"The thing I don't understand about insurance is: It's there IN CASE something happens right?.. So why don't we get our money back when nothing happens?"
Because when something happens to all the other insured, usually the cost is many times more than they paid. Also, many people rush to the doctor for stuff that is not really necessary.
Heathcare insurers make about 3.7% net profit (2009). That is not a lot.
How about Google at 27%, Microsoft at 25%, and Apple at 19%?
REI, which is a co-operative, had a net profit of 2.04% in 2009, which was $29.8 million dollars. Remember, this was AFTER paying out $67.2 million dollars in dividends to its members.