Spyware Blaster 3.2/3.3 protection problem

I am experiencing problems with both Spyware Blaster 3.2 and 3.3 (which I've just downloaded).

To summarize, the restricted sites protection will not stay enabled, nor the one for preventing spyware tracking cookies (I don't know anything about the one for prevent the installation of malicious active-x controls).

I do not know when this issue actually occurred, as I know than back in February all thing went fine.
Having this problem, I downloaded SB 3.3 and then installed it, hoping that this would fix it, but it doesn't seem to.

Some additional information I can supply:

1.) Operating System: Windows 2000 Server SP4
2.) Web browser used: IE 6.0 SP1
2.) Anti-virus software installed: Norton Antivirus 2000
3.) Firewall software installed: None
4.) Other security programs installed: Spybot S&D 1.3
5.) Ad-blocking/filtering programs installed: None but the pop-up blocking feature built into Google's toolbar
6.) Internet connection setup: ADSL (no proxy)
7.) Any other bits of information: After enabling the "protection" (which seems it won't stay enabled at all!), all my IE's advanced privacy settings seem to be "erased" (all "enabled" sites, such as msn.com and so on, are no more "enabled" to use cookies AND, of course, any manually restricted site is no more restricted)

Please forgive me for my not so good proficiency in english as it might cause some misunderstanding.

Any help or suggestions will be very much appreciated,
thanks in advance.

Luca