Spybot uses Windows Scheduled Tasks. Currently if your computer is off, Scheduled Tasks is not running, so when the time comes to run the task it is skipped (missed) until the next scheduled event.
It looks like "start a missed task when the computer becomes available" may be a feature of the Task Scheduler that will be used in Vista. From:
Currently you can set the scheduler to notify you of missed tasks:
- Start > All Programs > Accessories > System Tools > Scheduled Tasks (or Start > Control Panel > click on Performance and Maintenance > then click on Scheduled Tasks).
- In the Advanced menu, click Notify Me of Missed Tasks.