Are there any problems using Spybot-S&D 1.3 under Windows 95?FAQ #011
There are two possible reasons why Spybot-S&D 1.3 wouldn't run using Windows 95.

The first possible reason (Error message: HHCTRL.OCX is missing) is that you are using an old version of Internet Explorer, thus the needed HTML help components are not installed. Those are available from Microsoft (online link).

The second reason (Error message: WS2_32.DLL is missing) is that you need the Winsock update for Windows 95. That one is also available from Microsoft (online link).

Win 95 Winsock2 setup (online link)
More information (online link)

Both are updates you should make anyway!