|John is your man but he is in Australia so will not be around for a few hours.|
Assuming you tried Run as Admin, in the meantime just to see if it is the downloading or the install of MalwareBytes that is the problem, have you another computer you can download it on? If so, Save the file on there (rather than installing it) then put it on a flash drive and transfer it to the computer with the problem. You double click the file to install the program.
If that also fails do this:
Go to Control Panel > Folder Options > View and uncheck "Hide extension for known file types" - Apply / OK your way out. It might already be unchecked.
Now try renaming the downloaded mbam setup file..exe file to iexplore.com. Ensure that the whole file (name plus .exe file extension) is changed.
Now double click iexplore.com and see if this bit of trickery allows MalwareBytes to install.
Always pop back and let us know the outcome - thanks
message edited by Derek