Please have a look at the path where such a program has found the spyware. As Spybot-S&D has no spyware integrated, this must be a false alarm.
The reason for such a false alarm is simple: Spybot-S&D saves backups of the problems you have fixed; to make it possible to recover them in case something stops working after the fix.
If the file found is in the Recovery directory inside the Spybot-S&D directory, it is such a backup. It is no longer of any harm there, as the file will not be found and loaded from there. But once you are sure you do not need the backup, go to the Recovery section inside Spybot-S&D and purge that files.
Current versions compress the recovery files into password-protected zip archives, thus avoiding other spyware applications will give false alarms. Some programs might notify you that they cannot access these zip archives – this can easily be ignored. As the recovery files are named after the threat some programs might also naively detect the backups as threats just because of the file name. This can also be ignored.
In recent weeks there was a noticeably high number of cases where other anti-virus and anti-spyware programs wrongly detected parts of Spybot-S&D, which probably has to be traced back to insufficient testing at these companies.