Warning about Micro security per Spybot

Ok I have another post here that I only received one reply to, let see if I can get some answers for this post.
Can anyone tell me why I received the following warning from Spybot S&D .

1. I have windows xp, sp3,
2. Sygate firewall,
3. AVG9,
4. Malwarebytes,
5. Anti Super spyware
6. and the infamous SpyBot S&D
7. Just went through R&R Me 1rst was cleared by the top man over there.
8. Ran MBAM. clean

Tried to run S&D last night but was having issues and I was dog tired. Ran it today and that's when it came up with the above attachment.At first It came up saying that it couldn't download the updates and said it could be because I didn't have authority ?huh:confused?I tried again came up again but when I click out of the message it had, the update window was ready to be downloaded so I downloaded it and ran the immunizer and then the scan. Odd thing is it usually takes half a day if not more on my pc :-o rolleyes but this time it took less than an hour. Should I uninstall it and reinstall it and then run a new scan?I have been having strange issue since the wireless router died out on me(in the other post)
I'm still waiting on some other replies from the other post if there is anyone that can help with it, I really would appreciate it.
http://forums.majorgeeks.com/showthread.php?t=202544&highlight=firewall,
Thanks
BT

 

I thought that too but this is the first time that has ever popped up since I disabled the Windows firewall which has been disabled for at least 6 months. Why would it say this now? I mean I will right click on it but it just seemed strange that it just now shows up.
Thanks for your quick reply LauraR.
BT