I don't think it really matters, but it is probably best to immunize each time you run SpyBot - that's what I do, run, remove, immunize (often times everything that should be blocked already is if you run SpyBot regularly). As for the Immunize Button in the left column, it just opens the Immunize Screen, the +Immunize actually activates the Immunization . . . hope this helps.
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I'd rather have a full bottle in front of me than a full frontal lobotomy!