Spybot is telling you about a change that YOU made yourself. You can right click and have Spybot "exclude that detection from future scans." The second post on this Spybot forum link will explain it better than I can. It's the post by SpybotSandra.
Spybot just found this ...
WINDOWS SECURITY CENTER ANTIVIRUS OVERRIDE
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Security Center\AntiVirusOverride!+dword:0 ... REGISTRY CHANGE
Am I right in thinking MS is blocking my AV (AVG)?
If so, what can I do about it?