This would have been easier if you had said what operating system you were using and also whether you did a clean install of Firefox 3 or simply updated from Firefox 2 without completely uninstalling Firefox 2 first.
The following applies to XP - If you are using something else you will have to transpose.
Make sure your browsers are closed, and you have closed Spybot. Don't restart Spybot until the following has been completed.
Goto C:\Documents and Settings\username\Application Data\Mozilla\Firefox\Profiles\oddchars.default
the oddchars.default will be something along the lines of 4bgu8a9y.default
Look for a file called permissions.sqlite. If it's there delete it.
Look for a file called hostperm.1 If it is there delete it.
Start Firefox 3
Goto Tools/options
Click on the Privacy tab
In the Cookies area, Click on Exceptions
Enter the address of a web site you trust,
for example
www.safer-networking.org, then click on Allow.
Close that screen, then click Ok to exit the options screen.
Exit Firefox 3.
That should have created a new permissions.sqlite file and also by adding the exception, primed it.
Now restart Spybot, undo your immunisations then re immunise. That should fix your problem.