Surge protectors don't neccessarily prevent ALL the current from getting to your equipment. The different sizes allow for the 'draw' of power each item demands. ( If you only have your sewing machine & perhaps a table lamp plugged into an outlet - then you only need buy a lower rated - small appliance - protector. )
Electrical surges don't always originate from the power line to your home. Think about lightening strikes - they'll hit the outlets before they get to the circuit breaker box.
Hope this helps Ladies!