Spybot, by default will ignore 4 known types of spyware. To make Spybot detect them, you must configure it to run in Advanced mode, then go into Settings and Ignore Products. In the Ignore Products list you will find 4 products that are checked to be ignored.
I had the same results when I had scanned my systems with all 3 anti spyware products...MS still found a few.
If you move your mouse arrow over the MS AntiSpyware icon (on your desktop) you will see that it identifies itself as "Giant AntiSpyware Main Application". So if you're not a fan of MS...its still okay to like the MS (Giant) AntiSpyware tool.