Each time I run Spybot S&D I've been getting the following error:
Windows Security Center. Firewall Disable Notify
Setting
HKEY_LOCAL_MACHINE\SOFTWARE\MICROSOFT\Sec
When I click on "fix" it fixes it and clears it. For a firewall I'm using the one in the 2Wire Modem(1000HG) and also the one on PC-cillin Internet Security 2006. The Windows firewall is "OFF". Is this what the error is telling me, that it is detecting that the Windows firewall is off?

I don't have an answer as to what it is. But just so you can compare notes:
1. HKEY_LOCAL_MACHINE\SOFTWARE\MICROSOFT\Sec -- such key isn't on my computer (XP-SP2), so it looks suspicious
2. I run ZoneAlarm firewall and virus. Windows firewall is OFF. Spybot S&D does NOT complain.
3. HKEY_LOCAL_MACHINE\SOFTWARE\MICROSOFT\Security Center has 5 keys, all are set to zero, all are Reg_Dword.
S&D might be telling you that something is trying to change the registry?

Is there a way I can look and see what it might be? I don't even know what the HKEY_LOCAL_MACHINE...is.

It is a Registry entry, H KEY is registry term. It may be a false positive. May be a conflict of firewalls. Why do you have 2 firewalls?
And do you have the complete message...Does it say anything after'Sec'
HKEY_LOCAL_MACHINE\SOFTWARE\MICROSOFT\Sec

You can read this L@@K Beeping Computer tutorial to better understand the Registry

HKEY_LOCAL_MACHINE\SOFTWARE\MICROSOFT\Sec is all that showed up on the drop-down from the error detected. I just logged off and restarted and ran Spybot 2 consecutive times and the error didn't show up. It said nothing was found.
I have the firewall on pc-cillin activated and the firewall on the 2Wire modem is on. On an earlier post I was told to use the 2Wire modem's hardware firewall because it is a good LAN security...that a hardware firewall and a software firewall will not interfere and it is a good means of security.
As for the registry, is it recommended to run one of the registry cleaner tools and if so which one?
Thanks

Well that 's good news. Spybot probably updated itself and cleared that up. The 2 walls are fine in that case,I just wondered why.
As for Registry I use ERROR NUKER, I paid for it and I like it,Its easy to use and does the editing for you. you can get it here and run a free scan. There are a few others there but I know nothing of them.

http://www.registrycleanerreview.com/

To see if you have errors but you'lll have to buy it to fix them. Unless you good with editing the Registry. And I do mean good. Registry editing is not a playground.

Also there are free ones but I don't know which to recommend. Someone will probably come along with that info.

Me good with registry? No way! I just ran spybot again and nothing. I'm waiting and see if anyone suggests an easy registry tool. Thanks.

Start
Run
regedit
NOW BE CAREFUL!!
Start clicking on the HKEY items the same way you use windows explorer
find hkey local machine
click on+ to expand
click on software+ to expand and so on till you get to the places you and I mentioned above
DO NOTHING. JUST LOOK and GET OUT.

One thing is safe-you can save that section SEC or Security Center, whatever you actually have in a text file by using File, Save ... just this key. Then if you see something weird, post the text here for the experts to advise you