Start with column chromatography, collect the fraction. Then you can analyse and purify the desired compound via HPLC from the fraction that showed positive activity. Based on my personal experience, it is tough to purify a compound from a crude seaweed extract using HPLC. It produces too many peaks on the chromatogram. 

Thanks Mr. Tong and Idris. Can we perform GC-MS  for further detection of products to name them what it is..? 

I agree with Mr Tong and Mr. Idris. You can use HPLC preparative to purify the compound(s). You can further work to determine their chemical structures of the isolated compounds using spectroscopic methods (IR, NMR,  MS).

If you have LC- (Qtof) MS than it will be nice to predict the chemical structure of your compound(s) of your extract or fractions. You can do it also using GC-MS (for    thermostable compounds)

GCMS is a good method for rapid identification of known volatile compounds by comparing its mass spec with the database. But unfortunately, it is not suitable to identify novel compounds. 

I agree with Mr. Tong, Mr. Idris & Mr. Gunawan. However, in some developing countries, where we may not have HPLC, the fraction of interest from column chromatography may be passed through sephadex LH-20. If the compounds have relatively different molecular weights, they will be separated. If the compounds have close or same molecular weight, but with slight difference in polarity, they can then be separated by preparative thin layer chromatography.