There is an issue when you kill the Spybot-S&D process and then switch users, or switch users while it is still running, since it's trying to scan those and locking them. After a reboot (or closing Spybot-S&D) it'll be ok again.
That has nothing to do with uninstalling (except that uninstalling will terminate a running Spybot-S&D as well of course).
See also:
Fast User Switching during a scan
Terminal Services & user profiles