4 Answers

When you download the program it will put an icon on your desktop. If the program does not have an automatic scan feature, you double click the icon to open the program. There will be a button that says "scan now" or something similar. Click on that and it will scan your computer. I do a complete scan for malware at least once every two weeks and a quick scan on the week in between. Your antivirus scan should be done more often.

http://ratamacu.freeshell.org/SimplyComputersWiki/wiki.php/Main/WhyIsMyComputerActingFunny?from=Main.Spyware 

I recommend AVG, AVAST  or  Microsoft Security Essentials for anti virus protection. These you can set up for "real time" protection.

I recommend Malwarebytes Anti Malware  or  Super Anti Spyware for malware protection. Note, if you use the free versions, they do not automatically scan, so you need to manually do that yourself. 

You should not as they will probably conflict with each other. You can however, have more than one loaded on your system as long as only one has a "real time" protection.

they may cause unforseen problems