Make sure you run Malwarebytes with an Updated Database! If you're running an old version there's almost no point. Malwarebytes updates their database daily with new findings and malware types. You want your scan to be looking for the cutting edge stuff. BEFORE you ever run a scan, update the database version.
Step 1.) Click "Update Now"
Step 2.) Wait
Step 3.) Validate Version is up to date, then Run Scan
Did I run on the latest version?
To find out, open the Malwarebytes log file and check this section
Malware Database: v2014.11.20.06
Copyright © 2015, this post cannot be reproduced or retransmitted in any form without reference to the original post.