Please store the two containing files (spybotsd.exe and domains.sbs) in your Spybot folder. Normally it is located here: C:\Programme\Spybot - Search & Destroy
The spybotsd.exe belongs to this path: C:\Programme\Spybot - Search & Destroy The domains.sbs belongs to this one: C:\Programme\Spybot - Search & Destroy\Includes
If you are asked if you want to override this files enter yes - this will make the change.