Oops,I do see Please wait scanning Download Directories in the ignore list,so apparently Spybot must automatically scan that.
You could try opening Spybot-S&D Start Center,put a checkmark in advanced user mode,go to Settings,say Yes if prompted by UAC,click the Ignore Lists tab,then under Products,click Add...,then type in Please,highlight Please wait scanning download directory,click OK,then Apply and OK once again to ignore that part of the scan,to see if the scan will complete.