Once downloaded, close all programs and Windows on your computer, including this one.
Double-click on the icon on your desktop named Download_mbam-setup.exe. This will start the installation of MBAM onto your computer.
When the installation begins, keep following the prompts in order to continue with the installation process. Do not make any changes to default settings and when the program has finished installing, make sure you leave both the Update Malwarebytes' Anti-Malware and Launch Malwarebytes' Anti-Malware checked. Then click on the Finish button.
MBAM will now automatically start and you will see a message stating that you should update the program before performing a scan. As MBAM will automatically update itself after the install, you can press the OK button to close that box and you will now be at the main program as shown below.