Hi actually im still using , spybot s & d , and planning to get ad-aware se pro soon , i've tried out ad-aware se personal but i see it doesnt have Immunization database(Immunize) like spybot s & d has , I wonder it's already built in or it really doesnt have this database?

It's already built into the database. Ad-Aware's features are different from Spybot and it doesn't break out the items as a separate database the way Spybot does.