Python: Running Daemon Processes in Windows7
You simply need to leave your program running! Please google "python daemon" and see how to implement a persistent background process in Python.
Now, you cannot know when a website changes unless you poll it. If the website is well designed, the page you are trying to poll will have a "Last-Modified" header, you can make a "HEAD" request every so often (be nice: don't poll like crazy) and act when Last-Modified is >= than the one on record. If the site is not well designed, it will not have a reliable Last-Modified or ETAG header, in that case you will have to parse manually and check for changes yourself.
Cheers.
I had a program that Scraped certain data from certain Web-Pages, and when the Web-Pages changed, acted accordingly. 
How would one set up the program so it continues to run in the background? 
I don't need any specifics 
I'm just really confused on this concept and would appreciate whatever help anybody has to offer.