I'm not one of the Spybot Team Members so I may be wrong, but this error has to do with host servers. Chances are the update site you have selected in Spybot is not active or is not allowing access. I have never gotten this socket error but used to have problems with inability to update due to bad checksum. As soon I selected a different update server, Spybot updated fine. The server I would always have a problem with was See-Cure while Safer Networking always has worked fine.
Good Luck!