Why after I run a Non-Windows Program, does MSE say That I may be Unprotected (Orange Icon)?

[Idaho_Biker]

2-apparently Related Issues with MSE
1) Every time I run CCleaner, Powersuite, or Malwarebytes, MSE turns Orange and says I may be UN-protected??
2) After this occurrence, I click on Scan, I have "Quick- Scan" Selected, yet MSE runs a Full Scan Anyways??

Windows 7 64-Bit Home Premium

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