fan runs all the time

Sophos is always scanning... if you haven't made any changes to your on-access scan settings, you shouldn't have to perform the on-demand scan very often -- once to check over your system, and then every once in a blue moon to verify something you've got hasn't been updated to a threat.

On-Access scanning will protect you at the point where a file can harm your system -- when it's accessed by the system.

Likely the increased CPU cycles are due to scanning some large archive files in the background.  Sophos usually behaves itself and doesn't use up much CPU power, so you may want to get your hands dirty and check your system logs if you're concerned about the behaviour in general.  If you just want the fan to stop spinning up, don't run on-demand scans.

Five days later could it still be scanning my backup?  I'm using Time Machine, but it was several days ago it said it had found some problem files.  It also told me I had to deal with them manually, but I have no idea how to do that.  

I'm suspecting this program is too sophisticated for me and that I should just remove it. How do I do that?

Thanks

The program should generally be "install and forget" software -- nothing else needed unless malware is detected.  It has many other features that you can use if you are a power user, but it is designed to stay out of your way, run at low priority and stay in the background.

To uninstall it, run the program in your Applications folder titled "Sophos Remove".

Thanks