1. When downloading, do not open the file. Just Save it to your Desktop.
2. Go to C:\Program Files\Malwarebytes' Anti-Malware
3. Locate mbam.exe, the file, and delete it (if present).
4. Drag the random MBAM download from the Desktop and drop it in to the C:\Program Files\Malwarebytes' Anti-Malware folder.
5. Double-click on the random file, and it shall launch Malwarebytes' Anti-Malware.