|Sounds like you are infected, start with this.|
If it won't run, rename the downloaded mbam-setup.exe file to mb.exe to help work around certain malware that will block it from being run.
If it still will not run.
1: Go to Control Panel > Programs and Features and uninstall Malwarebytes.
Next redownload Malwarebytes but rename it before you download it to your desktop. As you are in the process of downloading when you get to the point that the "enter name of file to save to" box appears, in the "filename" slot, rename mbam-setup.exe to something.exe, then click Save.
If it installed but will not run, navigate to this folder:
2: C:\Programs Files\Malwarebytes' AntiMalware
At the top of the page, Tools > Folder Options > View, click > Show hidden files and folders and untick > Hide extensions for known file types.
Rename all the .exe files in the Malwarebytes' Anti-Malware folder and try to run it again.
When it opens, update 1st.
If it won't update after installing, update manually.
Download & install.