spybot immunization problems

Pepper

I recently downloaded Spybot. When I first immunized my system, it said that
everything was immunized. When I checked it now, it said that over 700 files
were unprotected. When I tried to immunize again, it said that I didn't have
administrative rights. The Spybot help menu advised me to right click Spybot
on the start menu and click "Run as Administrator". I did this, but it
didn't change anything. Is this just a "bug" with Vista, or can I do
something else? Thank you for your help.