These are just warnings that the Security Center alerts that would normally warn you if your anti-virus and firewall have been turned off or disabled for any reason, have been unchecked so that they do not warn you.

If you chose not to be alerted and turned those things off in the Security Center intentionally, then you can have SpyBot put these on Ignore.
Otherwise, something or someone has changed those settings and that should be investigated further.

You will find them under the Security Center in the Control Panel.
On the left-hand side, you will see five options.
Click on the last one "Change The Way Security Center Alerts Me" and you will find three choices there.
If there are no check marks in the boxes, that means that the alerts have been turned off.