Malwarebytes - wont work

Followed the instructions for getting rid of Alpha Antivirus (removal guide), and downloaded Malwarebytes. However upon opening the programme it only runs for about three seconds and then disappears, so the scan function dosent run.
Please Help.

Please download the current version of HijackThis from HERE

• Double click and run the installer.
  
• It will install to C:\Program Files\Trend Micro\HijackThis\hijackthis.exe
  
• After installing, you should get the user agreement, press accept and Hijack This will run.
  
• Select Do a system scan and save a log file. This will open a notepad file of everything Hijack This found, copy and paste it back here.
  

Hi again, not sure why but for some reason i am unable to download the current of hijack this - or anything else!
What should i do instead please?

Can you download it on another machine and then transport it via USB?