Not sure how to use

I have installed CCleaner but not sure if I should use it because when I click analyze, it runs thru the program and then it states to clean(or words to that affect) and it warns that if I click yes, it will clean out ALL the files.. This is what scares me.. what if it does clean out the files(all of them ) and I will have nothing. There is the WINDOWS section and the APPLICATIONS section and in(under) each there are many check marks and all items were checked by default and when the analysis was finished, it stated that there wree 210.0 mb to be removed and when I click the RUN CLEANER, that is when the warning comes up....if I click the RUN CLEANER, the warning is: This process will permanently delete files from your system..... are you sure you want to proceed....

Does this mean it will clean ONLY some items or the whole system?

It will clean all the junk files that are listed after the analyse stage. Have a read of the beginners guide for more info:

http://www.internetrotsyourbrain.com/ccleanerbeginnersguide/