Ahah! The icon in the task bar! I set the options, as you said, but was trying to run the software from the usual window rather than right-clicking on the tray icon. Thanks!!
Next, if you don't mind, I'm a phd student, now looking at how exactly people search for specific info online - which I need to record. That's what I'm suing SC for. If there is something better for that, that is freeware, I would appreciate it if someone would recommend something good. I just need to record their searches, maybe also run a keylogger (not a big problem there) - of course with their knowledge.