We calculate the electronic structure of several atoms and small molecules by direct minimization of the Self-Interaction Corrected Local Density Approximation (SIC-LDA) functional. To do this we first derive an expression for the gradient of this functional under the constraint that the orbitals be orthogonal and show that previously given expressions do not correctly incorporate this constraint. In our atomic calculations the SIC-LDA yields total energies, ionization energies and charge densities that are superior to results obtained with the Local Density Approximation (LDA). However, for molecules SIC-LDA gives bond lengths and reaction energies that are inferior to those obtained from LDA. The nonlocal BLYP functional, which we include as a representative GGA functional, out performs both LDA and SIC-LDA forall ground state properties we considered.