I found the solution to the problem. I found it in the 'Am I infected? What do I do?' forum, under the topic 'For those having trouble running Malwarebytes Anti-Malware' posted by 'quitman7'. Basically, I had to rename the 'mbam-set.exe' program to 'explorer.exe' and it did the trick! mbam is now running!
Being a newbie in this community, I posted in the wrong place, but I'm glad I found the solution. Thanks!
Edited by diesof, 17 February 2010 - 10:36 AM.