Some types of malware will disable MBAM and other security tools. If MBAM will not install, try renaming it. Right-click on the mbam-setup.exe file and change the .exe extension to .bat, .com, .pif, or .scr and then double-click on it to run.
If after installation, MBAM will not run, open the Malwarebytes' Anti-Malware folder in Program Files, right-click on mbam.exe and change the .exe as noted above. Then double-click on it to run.
Another work around is by not using the mouse to install it, Just use the arrow keys, tab, and enter keys.
Manually Downloading Updates for MBAM:
Manually download them from HERE
and just double-click on mbam-rules.exe
to install. Alternatively, you can update through MBAM's interface from a clean computer, copy the definitions (rules.ref) located in C:\Documents and Settings\All Users\Application Data\Malwarebytes\Malwarebytes' Anti-Malware from that system to a usb stick or CD and then copy it to the infected machine.