If you're talking about the MS Malicious Software Removal Tool, it's supposed to run automatically in the background. If you want to use it to scan more often, you can find the executable at C:\Windows\System32\MRT.exe (that's on WinXP...not sure if that's the same on different OS's.)
I used it once manually to scan when I heard where the file was located.....didn't find anything at the time, so I don't know whether my system was just clean or if it didn't find anything because it's not that great or what. I've assumed it was the "clean system" choice, because they keep updating the darn thing and, if it didn't work good at all, what would be the point of continuing the updates for it?
Excellent guess, Kreskin! Wrong...but excellent.
*quote from Space Quest 6*