Go to Security Centre and for your anti-virus click the Recommendations button.
Tick the box that says "I have an antivirus program that I'll monitor myself."
Do the same for your firewall.
Then, under Resources, click "Change the way Security Centre alerts me"
Untick the boxes for your antivirus and firewall.
Spybot will alert you to changes reported by Security Centre and if you've made the changes, as you will if you do what I've said above, it will alert you again- ignore it.
Make the above changes and see if that helps.