Scout1811, welcome to the team!
Clients should always be downloaded from the Stanford site, so you did right there. Even an approved "alternative", like FAH GPU Tracker 2
, downloads from the Stanford site, then manages the install and offers a monitoring application.
There are a few versions of the folding client available. The latest is the v7 client, which includes an installer and does a good job of setting up a standard install. Chances are this is the one you have. Some of the users here still prefer the command line interface of the older v6 clients, which have separate clients for CPU and GPU folding. The v7 handles both in one client. I've used both, even at the same time. For a while I used v7 for GPU and kept the CPU folding on v6.
Like EasyE said, that passkey is the gateway to higher bonus points. If you haven't already, get one and add it to your configuration.
If you have concerns about power usage, stick to CPU folding and see how much impact it makes after a month. Add in GPU folding if you feel comfortable with your electric bill. It does make a bit of difference. Considering the cause, I think it is a worthy donation.
Glad you took the time to try out folding, and certainly glad you chose to fold with MaxPC!