The title says it all. I want to understand how guitar scales work (to use in shredding-Malmsteen). But I don't really understand why the C minor scale (for example) is the way it is.

And I want to know how to play them anywhere on the freatboard.
Take a trip over to Musician Talk and read the stickies there. There's plenty of info for you to get started on. I'd recommend learning the Major Scale, and I mean really learning it. Not just memorizing the fretboard patterns. Learn the intervals, what they sound like in comparison to the root note, why they sound that way, etc. Then move into harmonizing the major scale and understand how chords are constructed from a scale. Do this for all keys, paying attention to sharps/flats and memorizing your key signatures. The major scale has so much information that it really takes a lot of time and dedication to mastering it, but it will help out with all aspects of your playing.
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Quote by Jackal58
Yer pretty fly for a Canadian.
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