Win32.NetSky

I have worm.Win32.Netsky on my PC. myantispyware.com says it is a fake spyware alert. That site gives directions for removing it manually. But I wonder why SpyBot did not find and remove it? worm.Win32.NetSky is not listed in the threats list on the SpyBot website. Is that because it is not considered a threat or SpyBot's programmers are just not aware of it? The latter seems very unlikely.
I don't know whether to believe myantispyware.com, but I do believe SpyBot.
Please help me understand what I should do next.

my

Hello,

Spybot - Search & Destroy is not designed to find/remove viruses or worms.
It is designed for spyware, malware, adware, trojans, hijackers and keyloggers.
If you have no antivirus protection yet you should look for some.

Many people are asking for recommendations regarding which antivirus software they should use.
For a free anti-virus software for personal use, take a look at H+BEDV
AntiVir. Our recommendations.

Best regards
Sandra
Team Spybot