Propabably because you don't need to use the site protection and popupblocker with Firefox.
Perhaps you could try calling techical support, emailing them or if they have a forum posting on it.
I never waste my time with anti-spyware I don't see the point. Providing you're careful with what you download and use a limited user account you shouldn't have any problems.
Anyway I try to use Linux as much as possible especially for browsing, even though I'm currently posting this form Winwoes.