Are you talking about seeing 'spyware' entries in the threat logs or is your URL Filtering actually kicking in and blocking you from getting from these sights. If it's the log entries that's actually normal and a good thing that the firewall is catching them, hopefully you are blocking or otherwise taking action on them; if your URL Filtering is kicking in when it shouldn't be you may have to change how often your grabbing the updates, it could be that they were categorized correctly at the time but your update is timed long enough that they allow it to get out of sync with what you are seeing on the website.
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