BIOS: Load Optimized Defaults questions

You can alter bios settings anytime, it doesn't matter that windows is installed or not, the bios settings affect the hardware on a level before windows is even loaded
think of them as the concrete foundation upon which a building is built, and windows is the building,
if you want to check out the 'optimised' settings on your board, first write down all the settings you can see in the bios,
load optimised, F10 is 'save settings and exit' and then re-enter your bios to see what has changed,
if anything ever goes awry you can always reset the bios, either by using the bios screen to load defaults, or by removing the Cmos battery for a few minutes
read up on your specific board and processor though to better understand limmits, before you breach them  
Moto

The next question is, do I have to load optimized defaults every time I turn on my computer?

No, if you press F10, its saves the setting, then it will be on that until either you change it, or the system bsod's and it will reset itself to default settings
Moto