I read this today on another board and checked it on my pc.
Like the people on the local board, I have Spybot 1.3 final with the 2004-05-29 update.

In advanced mode (go to Mode) choose advanced.
On the bottom at the left, there are 3 extra options:
Settings
Tools
Info & License

Under settings you can find Spybots.
When you click it, you get a list of all spybots Spybot can find.
In that list the following for are marked to be ignored when scanning:
LSP.New.net
MySearch
New.net
SideStep

I did a quick search with google and found this thread among others:
hxxp://forums.net-integration.net/index.php?showtopic=15420

There are more threads about this subject on that board.
Most point to other threads, some to the thread I mentioned above.
Others say that there hasn't been a final answer yet.

If you do a scan with Spybot, don't forget to unmark those nasties.