Yahoo Search also has a new way of handling SiteAdvisor. See the blog for information. It is in beta so please make allowances for the occasional odd behaviour.
I know this is an old thread, but it comes up high in search results for this issue.
SiteAdvisor still has this issue in 2011. As of April 2011, it has the SiteRatings icons in Bing search results correctly, but NOT in Yahoo or Google search results. If you turn off the "Instant Search" in Google, you will see the Icons. So, Instant Search seems to break it.
The SiteAdvisor also will not load in the latest Firefox 4.0 as of today, Firefox just disables the add-on and says it is not compatible.
Bottom line, SiteAdvisor is not keeping up with the changing web. It probably works for Internet Explorer vius site blocking ok, but I wouldn't count on it showing icons in all of the search engine results uless they start working to keep it up-to-date with the various big Search engines. I doubt it works at all in any of the other Browsers either (Chome, Safari, etc). So, to really protect your users you would prob need to force them all to use IE only to get the viorus site blocking ability.
Re: Firefox 4 you may need to update your installation as the last 3 versions 18.104.22.168 through 133 are all compatible with FF4. 129 however did have some problems with FF4 and IE9 and that's why the next 2 came out - all in the last few days.