What version of Windows Internet Explorer are you running and when is the last time you updated it?

The "DSO Exploit" was first reported by GreyMagic Software of Israel on February 27, 2002. This exploit of defective code allowed the execution of dynamically insert HTML without using Active Scripting (ActiveX) in Microsoft Internet Explorer 5.01, 5.5 and 6.0. A "workaround" for Microsoft's defective code was provided by Axel Pettinger and Garland Hopkins on March 3, 2002 involving the editing of the Windows registry to alter values contained within Internet Explorer's Internet Zones configurations. This is the original article about the "DSO Exploit", edited after the "workaround" was discovered:
http://www.greymagic.com/security/advisories/gm001-ie/

On March 28, 2002 Microsoft published Security Bulletin MS02-015 which addressed the problem and provided patches to correct the defective code:
http://www.microsoft.com/technet/sec.../MS02-015.mspx
Internet Explorer Security Update, March 28, 2002:
http://www.microsoft.com/windows/ie/...82/default.asp

The bottom line: If you applied Microsoft's March 28, 2002 Internet Explorer Security Update or any subsequent cumulative security updates or upgraded Internet Explorer since then, you can safely ignore Spybot's report of a "DSO Exploit".