They work together fine on my machine. The only message I received from Spybot is compatibility issues with Ad-aware, but perhaps since Kaspersky is the only Active protection I use and all the others have active protection off then there isn't a conflict.

Using Windows 7 x64

My machine is pretty powerful so maybe that helps. (I spent $800 just for my PC Case so imagine what's inside lol) but I won't get into it here this is the wrong thread, but if you want to know I can Pm you or you can direct me to a thread where posting your machine specs are appropriate.