OK,not sure if it could be a bug in HijackThis that's causing those entries to show up.
If you keep getting the DSO Exploit entries in Spybot, even after you updated Windows and fixed them, then download the
Spybot DSO Exploit Fix and install it over the current Spybot installation.
Right click on this link
http://www.greyknight17.com/spy/DelO15Domains.inf and choose Save As. Save it to your desktop. Right click on that file and choose Install. You may delete it afterwards.
Go to Start->Run and type in
sfc /scannow and hit OK. See if that will find any missing/corrupted files.