I don't think it is a false positive. That comes up in a Spybot scan if one or other of your IE security settings is not its default setting expected by Spybot. If you deliberately changed some setting in Internet options, e.g. in the security section of the advanced tab (or possibly the security tab, internet, custom settings), that may be the reason. If so you could exclude that alert from further scans.

For example in the advanced tab of Internet Options I have (for reason I don't need to go into here) checked the box 'allow active content to run in files on my computer' and that was flagged in spybot scans until I excluded the alert.