there was a similar issue here;
http://forums.malwarebytes.org/index.php?showtopic=46370
See if that helps with your problem.
Mark
I downloaded MBAM (free edition)from CNET downloads and got the following error: PROGRAM-ERROR-UPDATING (12150, 0, WinHttpQueryHeaders). I uninstalled the program and reinstalled it and got the same error. I tried a third time and its still there. The program seems to work but if I click the update tab the error message is still there. Any suggestions?
OS: WinXP SP3
Chuck

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic