well, the security center started automatically the next time I re-booted, if it doesn't open you can find it in control panel...it's basically useless. Just tells you whether you've got a firewall, anti-virus and something else running (can't remember the 3rd piece of software).
The ad blocker is on automatically. Go to
www.download.com and try to download something, you will notice that it blocks the download...you actually have to click on the bar on top to resume downloading.