The key feature of MSE is to protect the system against threats using its on-access and on-demand scanner and removal. MSE will detect spyware, virus, worm, Trojans, potentially unwanted programs and other type of malware. It does not include firewall protection because Windows XP, Vista and Windows 7 have built-in firewall already.
You can opt to scan using Full, Quick or Custom scan. The program can be configured to scan removable drives (flash, USB drives) and archives. Another option in MSE is the exclusions of folder, file types, processes and drive. You can right-click a file, folder or drive for MSE to scan or use the schedule scan option in the program.
Like Windows Defender, MSE also includes Microsoft Spynet that will send to Microsoft Research Team the suspicious files or detected items that requires analysis. Allowing the program to send the files to research center will help in protecting not only your computers but all end-users of MSE and Windows Defender.