In this paper, we focus on the detection of the compromised machines in a network that are used for sending spam messages, which are commonly referred to as spam zombies. We develop the SPOT detection system to assist system administrators in automatically identifying the compromised machines in their networks. SPOT is designed based on a powerful statistical tool called Sequential Probability Ratio Test, which has bounded false positive and false negative error rate. we also compare the performance of SPOT with two other spam zombie detection algorithms based on the number and percentage of spam messages originated or forwarded by internal machines, respectively, and show that SPOT outperforms these two detection algorithms.