Does Norton Anti Virus programme have to be downloaded every time the PC is turned on?

No. Normally it goes out to the internet to pick up "malware definitions" on a regular basis, but the program itself resides on your hard drive permanently.

Are you sure it's downloading the program and not just downloading updates to it's database?

Any *decent* AV program will update at least once a day, and sometimes those updates can take a minute or two.

I use Symantec Endpoint Protection on my Windows Vista computer and it seems to go out each day to check for virus updates.

Some antivirus packages might check for virus definitions less frequently, perhaps every couple of days or once a week. Depending on the antivirus package, you can generally change the frequency of the updates if you want.

No, but Norton is one of the most "agressive" AV programs in keeping their virus definitions current up-to-the-minute, and seems to be constantly updating itself.

no, and BTW Norton sucks

No, you shouldn’t have to. Once it's down loaded, you should have an icon on your desktop. You probably have to download it again if you paid for the full version. I used to use Norton’s years ago, but quit using a few years back. Somehow it really slowed my computer down. I use Bit Defender Antivirus 2009. It works great for me.