Make certain that your prefetch folder
(c:\windows\prefetch) doesn't contain files with
filenames pertaining to the spyware you are getting
infected with. If you find some, shred them using a
freware, not shareware, file shredder. You can download
one from download.com. Once these files are gone, they
shouldn't come back, as long as you keep Real-time
Protection turned on.
I think the reason it didn't detect the infection is that
the spyware left behind some code in the prefetch folder,
and Real-time Protection protects from attacks from the
outside, not from within. The prefetch folder contains
files that allow a program to startup faster. However,
many spyware/malware writers use this folder to insert
code that they attach to IE or some other web browser,
and when you launch the browser, you get re-infected.
The same thing happened to me, until I ran a search of my
hard drive, found files containing the names of the
spyware programs, then I shredded them, and haven't seen
them since. Also, if you aren't running a firewall, it's
a good idea to run one, as this might stop these programs
from getting onto your system in the first place.
Alan