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Why It Won't Install
W ithout going into too much detail on individual viruses, note that a number of viruses and Trojans will block the installation of known antivirus software. Some will add redirects to the browser to prevent you from reaching known download locations while others will just block the installation of the processes. There's a fairly simple way to work around this one, since Malwarebytes prepared for this possibility.
Note that even if you cannot install Malwarebytes, you are not necessarily infected. Before you follow the solutions below, you should make a few quick checks.
First, you may just have a bad download. It's always a possibility. Download the installer again and try again. This is similar to restarting your computer before calling tech support. Before you invest any time, you really need to eliminate the simple stuff.
You could also just have a conflict. A lot of new anti-malware software won't install properly if there are remnants of other old programs on the system. If you had another antivirus program before, then you may not have completely removed it. For this purpose, a number of antivirus providers now offer complete removal tools for their software. I know that AVG, McAfee and Norton do. Check with your former provider to see if they offer a similar tool to remove all traces from the registry.
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If Malwarebytes can not install, then the first thing to try is simply renaming the installer. If you change the name to anything else, then it might not be automatically blocked by the malware.
If that doesn't work, then you'll need to get a little more creative. It's probably a deeply embedded Trojan or rootkit. I suggest that most users stick to the automatic removal method. Kaspersky has a really good program for hunting these down. It's called TDSSkiller and it's free to download. Try to run it; you can find it here.
If you want to take a more manual approach, then you can try out this method. Chances are that the malware uses a fairly specific path. Malwarebytes suggest that you check your device manager. The quickest way to pull this up is probably through the run menu (although you can get to it through the hardware menu). Open up the Windows' run command line and type "devmgmt.msc." That should pull it up. Click "View" and set it up to view hidden devices.
A new menu for "Non-Plug and Play Drivers" should be visible. Start it up and check to see if there is a driver labeled with something similar to TDSS with a .sys tag. Disable it and restart the computer and then try the renaming trick again.
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Hopefully these steps can get Malwarebytes to install properly on your computer. If these don't work, then you can always use an online virus scanner to also look for other infections that may be blocking it. You can also try other free malware removal products to see if they have more luck.
For additional help, read this Malwarebytes installation guide regarding other installation errors.
Product information and screenshot courtesy of Malwarebytes.