Vista Is A Little Different Regarding Immunize
Since the "Immunize" function creates a special HOSTS file on your computer, Vista and Windows 7 have some special hoops to jump through which allow the correct permissions to be alloted to HOSTS.. See the link below and try running Spybot as "administrator".. (RIGHT click on the "Spybot" shortcut, choose "run as administrator".) Set the scheduler in much the same fashion..
And if that doesn't help, we're starting to see a few issues with members running Spybot and it's Tea Timer and "Immunize" sub-programming.. You may want to think about using a different tool.. Just a thought.
Hope this helps.