During the installation Spybot tries to download the updates.
You can disable this function in the wizard itself.
Just untick the checkbox in front of "download updates during installation".
The updates can be downloaded later on.

For more information on updating please have a look at this link on our website:
You can also download the updates manually:
Here is the direct download link.
Just download and run that file - it is self-installing.

Best regards
Team Spybot