uziyah,
If by recently you mean in the last 7 days, OK, otherwise the file you downloaded may not be the latest.
The security note you mention "This file came from another computer ..." is nothing to be concerned about,
providing you trust the source that you obtained the file from, in which case just click on the unblock button that was on the properties page.
If you are in any doubt, download the current version from one of the Safer Networking servers on this page.
http://www.spybot.info/en/mirrors/index.html
Now I personally recommend NOT installing a new version over an old version and there are many who have reported problems resulting from this in these forums (yes there are some who didn't have problems as well).
What I recommend is to un-immunise (undo) in the currently installed version, and turn off both Teatimer and the resident SD Browser helper, then uninstall the old version completely.
Refer
http://www.spybot.info/en/howto/uninstall.html and also use the very small fix on that page.
Once it has been un-installed, reboot the PC, then install the new version.
During the installation you will be offered a number of options. I recommend NOT initially selecting either the SD browser helper, or Teatimer during the installation, and not downloading the detection updates until the installation is complete. Once you have the program installed, start it up, download the updates from the Search for Updates button on the main screen and then immunise. I would do a complete scan and fix any items in red, any in green are optional. When it is all running smoothly, put Spybot into Advanced mode, goto Tools/IE tweeks and make sure the lock Host file and IE start page are ticked, then goto Tools/System Startup, right click anywhere in the main part of the screen and select Create Snapshot. Close Spybot, then reopen, goto Tools/Resident and tick the SD Browser helper and if you wish to run it, Teatimer, and that should be it.