I'm not sure what would cause immunization to be reset back to no protection when you open your browser.
There is an issue where,if Site Preferences is checkmarked when clearing Recent History,Spybot immunization is removed.You could check to see if that is checkmarked by going to Tools,Clear Recent History,then seeing if Site Preferences is checkmarked to be cleared.
Would you happen to have Firefox set to Clear History when Firefox closes?You could check that by going to Tools,Options,Privacy,and under the History heading,selecting Use Custom Settings For History,and seeing if the 'Clear History When Firefox Closes' box is checked,if you aren't sure.
Having both Site Preferences checkmarked and Clear History when Firefox closes could cause Immunization to be lost when you close Firefox.About the only thing I can think of,at the moment.