That message was added as part of our attempts to get
Certified for Vista, and the reason why we didn't want that certification in the end.
Microsoft requires software to crash at this point - which we did not want, displaying just a warning.
The point here is that some kind of other application has tried to execute code as part of Spybot-S&D. This kind of code injection is usually done by bad software (e.g. to crash something), but sometimes also used by good software.
Spybot-S&D itself for example does something similar when you try to unload modules or handles on the process list - which usually is a bad thing if done automatically by software.
I've seen traffic analyzers (the analysis, non-spyware variant) that do inject themselves into running applications to monitor traffic.
So in the end, while this behaviour has been morally "banned" by Microsoft (and we do it only on request), it's not beyond reality that some other good software (antivirus, firewall, etc.) might use code injection for good purposes as well.
We've removed this error handling (since we decided to use a different error reporting system than Windows Error Reporting anyway) in beta 1.5.1.16 I think
