Beginning with version 1.2, Spybot-S&D has been allowing you to immunize your computer against some spyware. It currently offers three different immunities:

• Permanent Internet Explorer immunity:
  Similar to JavaCools SpywareBlaster, this allows you to tweak some internal Internet Explorer settings to block the installation of known spyware (and similar threats) installers via ActiveX. Spybot-S&D is able to set all entries for those that are in its database to be blocked. If you want to distinguish, you should install SpywareBlaster.
• Permanently running bad download blocker for Internet Explorer:
  This is a second layer of protection for IE. While the Permanent Immunity blocks installers by their ActiveX ID, this one blocks anything that should come through by different aspects.
  And this is how to enable it: run Spybot-S&D, switch to "Advanced mode" via the menu bar item "Mode" --> hit "YES" --> select "Tools" --> "Resident" in the navigation bar on the left. There you can tick the checkboxes in front of the two tools. You can also view a log of blocked installers.
• Resident TeaTimer