[oxymoron]

Sounds like http://en.wikipedia.org/wiki/Mycoplasma_pneumoniae, which isn't a flu or a cold in the common sense. I had it two years ago, with exactly the same symptoms as you. A flu vaccine probably wouldn't have helped you in this case.

Edit: Better link: http://www.nlm.nih.gov/medlineplus/ency/article/000082.htm