Chumster, normal UTP - unshielded twisted pair - is unshielded. It's four pairs of 24ish gague wire, twisted together, with a nylonish strength member in there and a plasticky jacket around it. (deliberately going a little vague because cables vary). There is also "shielded UTP" (a misnomer, but used to differentiate from the STP that other networking technologies use... Token Ring?), which has a foil shield around the stuff inside. This normally costs about double what the unshielded version cost AND limits your choices significantly because it's a bit of a specialty product. If you didn't go looking for and paying for shielded cable, you didn't get shielded cable. Don't worry about it, you should be able to do fine with what you have.
chumster & azev, as far as running parallel to power wire, the short rule is to keep as far away as possible. Avoid crosses where possible, if not possible, try to separate them (if you're perpendicular but at least put an inch or two of depth between the cables, that's better than right on top of each other). The 60Hz from the AC power isn't as big a deal as the noise on the power line and the current going through it. So for example, the power line that powers your refrigerator or a flourescent light is a particularly bad one to have to cross, both are devices that use a good bit of power (i.e., current) and also generate a good bit of noise at different frequencies. Contrast with a wall outlet that powers a 60W lamp, that's reasonably tame, or a wall outlet that isn't expected to power anything, even better.
azev, this comes from electromagnetics. Wire with current flowing through it generates a magnetic field normal (perpendicular) to the wire. A magnetic field normal to another wire generates an electric field in that wire. Hence, EM coupling - a current in one wire will appear, at a greatly diminished strength, in a parallel wire. In theory, if the wires are parallel and the twists are good, the field will couple into both wires twisted together into a pair more or less equally, and since the data signal is the difference of the two, the equal noise should subtract out. Even if they mostly but not completely subtract out the noise is thereby diminished.
All - just do the best you can and relax. I think we're getting a little too deep into this for a home network. Keep as far away from power as you can. But in a home wiring scenario, there's only so much you can do, and beyond that... well, just try and see. Luckily (unluckily if you have to debug it!), Ethernet is able to work in all sorts of marginal environments well enough.