I did a full scan recently. It went on and on and on. So I cancelled it. It said that some malware had been found. But when I cancelled the scan, it simply skipped cleaning up. Is there some way to force it to clean up malware as it gets found?
I would just let MSE finish it's scan - most antivirus and anti-malware programs finish their scans first, and then clean up.
You might also want to look at Malwarebyte's Anti-Malware program. The free version is a great scanner and malware remover (you only need to pay if you want the additional features: realtime protection, scheduled scanning, and scheduled updating).
If you have any problems running Malwarebyte's Anti-Malware, check out this tutorial at Bleeping Computer - it walks you through the basics of how to use it, as well as how to work around a virus that actively blocks Malwarebyte's (it's so much more fun when the virus tries to fight back!).