That comes with the real-time AdWatch. Do you run it?
I recently bought the Pro version and installed AdWatch. However, I still seem to have gotten infected by the CoolWebSearch spyware. I had to restore my system from a backup.
-PJ
Which why anti-spyware software is NOT enough to prevent an infection. You must lock down Internet Explorer with IE Spyad and get a HOSTS file that prevents Windows from ever connecting to high-risk sites on the web and make it read only so scumware can't change it.