Malewarebytes no good SAS installs fine

I have SAS free edition installed great no spywear and I did Combo fix to make sure no infections.

I keep hearing Malewarebytes is so great but you cannot install it . I do not have spywear but it says
unable to register the DLL /OCX : create process failed code 2
system cannot find file specified.

If it is so great why will it not install and do I really need it with Norton IN ser 2008 and
Spywearblaster ?
I am computer illterate and it bugs me that it wll not install properly .
Any ideas or can anybody explain the problem ?
Thanks