Immediately after starting this program you should look to the bottom right just about the start button there's some text that says check for updates. Please run this every time you plan on scanning with ad-aware to guarantee that you have the latest definitions possible. That window looks like this:

You'll want to click on connect. If there's an update available a box will popup that has either an OK or a cancel box. Clicking on OK will download the latest file. If there's no update available you'll see the following box which means you're ready to scan!

Now that you have the latest definitions lets check your scan settings real quick to make sure you're getting the most out of the free version. The options are the little image that looks like a gear. Click on that and then select scanning on the left side. Here's an image of what mine looks like: