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I run a small IT company (Http://www.the-it-people.co.uk)and this is one of the most useful tools in our arsenal!
Some malicious programs actually look for the executable file it runs from and blocks it, so if you download it and can't get it to install change the executable file name from mbam.exe to test.exe or whatever you fancy!
JK2006
And I have to add; as an Apple Mac fan, viruses are almost unknown here.