i dont know the details of that spybot feature but ive tried it myself and it didnt do much (i dont know what else it does but i believe you can disable cookies and activex in IE prefs), and in my opinion the best choice for internet security software would be a combination of norton net security suite 2004 or 2005, as well as adaware pro (which i only use to remove spyware i pick up when i am forced to use IE for zone.com etc.) - my personal experience has shown that with this combination spybot really isnt necessary anymore, every time i tested them adaware pro has done the job alone. i also use firefox and have never gotten any spyware or browser hijack using it, even when i am forced to disable norton, when i get a GAIN install prompt or etc. i just cancel. However, in IE on a few occasions i have visited a site that automatically installs the spyware before you can do anything. the most likely reason for you to have gotten gator is that you clicked YES to download GAIN, a codename for gator which the company uses because gator already has a bad name.
And have you tried searching the spybot site for firefox? no results, so its likely that spybot doesnt support firefox anyway
Anyway I hope you choose to invest in some of the software I reccomended it really is worth it.

and btw i believe that morning chill was in fact correct in his assumptions, and am amazed at how maturely he handled the situation. And i sincerely hope that you dont take this post as an insult as well, as it is not intended to be one.