you should take fat soluble vitamins with food containing, at least, a small amount of fat (vitamins A, D, E, K-although it is not generally recommended to take a Vit K supplement).
If you do not eat, at least, a small amount of fat with Vit A, D, E, K, supps, the majority of the vitamin cannot be absorbed by your intestines. This is not the case with water soluble vitamins (Vit C, for example).
Absolutely right, Star Queen. The Life Extension Institute publishes a readable magazine that gives very good descriptions of the actions of various vitamins.
It is hard to say since you don't indicate what vitamins you are taking. Some vitamins, like iron, are "hard" on the stomach and may give you some discomfort after taking them. Taking them with food reduces the discomfort. You should take vitamins and all medications as directed. For more information on when to take vitamins, talk with the local pharmacist. He/she is free and will gladly speak with you and answer any questions you may have about what the vitamin does and how it interacts with food or other vitamins or medications you may be taking. good luck