It is advised to leave it to scan memore before the on-demand scan, as if a virus is found in memory it could stop you dealing with anything else that might be found on the on-demand scan.
It doesn't take that long and if it finds anything it will suggest you do a boot-time scan which should be able to deal with infections that would otherwise be difficult to deal with whilst windows is running.
Do exactly what you ask, right click on the file and select scan from the context menu, are you not able to do that ?
