After man scans and removal of malware, many keep returning. I scan just about every week and each time the same spyware comes up. Is Spybot S&D actually removing it and i'm just getting the same stuff all the time, or am i doing it wrong?

All the detections are up to date, and I remove them with the Spybot S&D program. Please help! I hear this program is the best but the spyware keeps coming back! I use avast anti virus and always have windows firewall up. i also have windows XP