This option allows you to select if Keep connected checks for updates when it starts. It is recommended to have this options selected. To select it click on the box and a tick will appear in it to show its selected.

The check now button will check for updates for you. When it does so it will bring up a update box. This will time out after 10 seconds if it can't connect to the server for whatever reason. If there is a update then a box will come up telling you one is available.