1. Ran Spybot with Firefox open on a Vista machine today. No error message when I closed spybot. (Machine not currently available so can't say what version of Firefox but I updated spybot before running.)

2. Home machine - XP:
a) Firefox open.
b) Ran Spybot.
c) Closed Firefox. Waited until the Firefox.exe disappeared from both Applications and Processes tabs of Task Manager. It takes a lot longer for Firefox process to actually close after the windows close.
d) Closed Spybot. appeared to close without the error.
e) opened Firefox as soon as the Spybot window disappeared. Error message appeared.

Tried again
a) thru d) the same.
e) Waited until Spybot disappeared from the Processes tab in Task Manager.
f) Opened Firefox - no error message.
don't know whether this is helpful or not in determining when and why this error message is popping up.