If your computer is infected, the infection can frequently block the installation of spyware removal tools.. So, you need to rename the "mbam-setup.exe" installer file to a different name, something like: Gogetum.exe, then double click on the file to install it. Occasionally, the download itself can be corrupted by the infection. IN That case, see the instructions below:

On a friend or family member's computer, download the Malwarebytes installer and update files from the links below, copy them to a CD or flash drive, then transfer the files to the problem machine and use them. If you can't start the computer into "normal" windows, try installing, updating, and running the scans AFTER the computer is started into Safe Mode.. I use the sites below to download the installer file and the manual updater:

Once downloaded and before transferring them to the problem machine, rename the program installer "mbam-setup.exe" file to something else like "Gogetum.exe", then copy the installer file and the update file to a CD or flash drive.. Transfer the file to the problem machine, then install the "Gogetum.exe" file, then run the update to get the program current.. After that, run a full system scan and delete anything it finds.

Malwarebytes Installer Download Link (Clicking on the links below will immediately start the download dialogue window.)
http://www.besttechie.net/tools/mbam-setup.exe

Malwarebytes Manual Updater link
http://www.malwarebytes.org/mbam/database/mbam-rules.exe

In a few situations, even after the program installed correctly, in order for the program to run, it was also necessary to rename the main "mbam.exe" file also after installing it.. It resides in the C:\Programs Files\Malwarebytes Antimalware folder.