Immunize is something you do just once.  It turns on real time protection to keep spyware off your computer.  when ever you run a scan you will need to quarantine what it finds.  Below is an excerpt from directions on how to use Spybot.

Spybot - Search & Destroy includes a featured called Immunize that is designed to prevent spyware infection in real-time. You may wish to activate this function to enhance your anti-spyware security.

Please note: This feature enhances Spybot's protection against new spyware infections. You should still regularly run Spybot (ideally more than once a week) with up-to-date spyware definitions.