Is there a problem with Immunizing Firefox 6.0.2 with "Spybot - Search & Destroy" 1.6.2.46

I am using Spybot - Search & Destroy(ver, 1.6.2.46) which can Immunize Firefox(6.0.2) from bad websites for Coolies, Images, Installations & Popups. After I do this operation in Spybot - Search & Destroy and then open Firefox the bad websites appear in the "Exceptions" for Popups and Images as BLOCKED which is a GOOD thing. However when I CLOSE Firefox and then Open it again it is No Longer Immunized and the "Exceptions" are empty. I then have to used Spybot - Search & Destroy again to Immunize Firefox. I know this worked in Firefox ver 3.6 and I think 5.0, but i just noticed this today when i was looking at Firefox "Options".