Solution to Code 2 Error, mbam.exe not found - Rename the set-up file of Malwarebytes. Example: Rename mbam-setup.exe to myhero.exe. Try to install MBAM again. If you are not comfortable in renaming the installer, you can download the installer that is renamed already by Malwarebytes.
The cause of the above error is malware that blocks the installation of Malwarebytes. This type of attack by malware is one of the known issue that some virus removal tools are facing. Renaming the installer should do the trick so you can install MBAM or another scanner's set-up file.

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Solution to Run-time error 0 and run-time error 440 - When installing MBAM, register the following dll files using the command console in Windows:
- regsvr32 mbamext.dll
- regsvr32 ssubtmr6.dll
- regsvr32 vbalsgrid6.ocx
- regsvr32 zlib.dll
Another solution is to copy in a notepad the following command (no spacing for each entry):
regsvr32 "C:\Program Files\Malwarebytes' Anti-Malware\mbamext.dll"
regsvr32 "C:\Program Files\Malwarebytes' Anti-Malware\ssubtmr6.dll"
regsvr32 "C:\Program Files\Malwarebytes' Anti-Malware\vbalsgrid6.ocx"
Then save it as MBAM Fix.bat then proceed by executing the .bat file. Note that if you are using Windows 7 or Vista with UAC enabled, you need to right-click the MBAM Fix.bat file and choose to "run as admin."

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The cause of run-time error 0 and 440 is either that aforementioned files are corrupted or your antivirus program interfered with the installation.