Oxford University has a site license for Sophos, which means that while you are a member of the University you may use it free of charge.
Make sure you are running with administrative privileges (Windows XP), or have the ability to gain them (Windows Vista, Windows 7, Mac OSX, Linux).
Make sure you do not have any other antivirus software installed. Having two antivirus packages installed does not give you twice the protection. Even if your previous antivirus software is no longer getting updated, you must remove it prior to installing Sophos.
After installation a blue shield icon will appear in the bottom right tray, next to the clock. This icon will change if there are issues with the software.
If you run into any difficulties contact IT support