Thanks for the reply! I probably should have explained in more detail. I had no issues in actually installing Malwarebytes' Anti-Malware but the problems come when I run it.
In my initial attempt, I renamed the .exe from the download and tried a few things which usually gets over the naming block. That seemed to do the trick and it installed correctly as far as I could tell. The thing was it was never a problem with downloading or installing Malwarebytes but more like I would start a scan then it would close Malwarebytes after 10/20 seconds. The only thing above I haven't tried was to show hidden folders and rename ALL .exe files, although I'm thinking this would be no good seen as its not the installation is the problem, more like the scan when its up and running.
Regarding the virus name. The malicious software shows the name Windows Process Organizer on its GUI screen. I'm not sure however of the exact name of the virus as Super AntiSpyware found multiple infections which it claims to have fixed and Malwarebytes as mentioned wont even run! If you type in Windows Process Organizer into google, virus information websites will show but I can't find the exact name for the virus at the moment sorry.
Any other suggestions would be much appreciated, thanks again!