Do i have to leave it running/open to be protected? Or can i just 'Enable all protection' for all the browsers close the program nd be protected?
No, once its updated and protection is enabled, you can close the program. It is an ad removing program not a firewall or anything so just run it once a week or something to check for ads.
Then it's ok, all of those programs after being run can be closed and again id run them all once every week or so.