If you want to delete all unwanted files from your PC (which in this case are files from Malwarebytes) and Windows won't let you do it then you can:
-Use SAFE MODE and try from there
-Use Linux Ubuntu CD-ROM disk,boot from it and try from there
-Install Process Explorer and use it to close all opened DLLs or/and handles on the location from which you are trying to delete the files and try then
(This is how I usually do things)
-You can always try Unlocker,but I never use it.Process explorer can do a whole lot more
-Use Windows Live boot CD disk,boot from it and try from there
NOTE: In some extreme cases there is a posibility that there are errors on the drive and the files which you are trying to delete are either damaged or simply not there (even though Windows OS is showing them graphically).In that case perform the CHKDSK process on your entire drive and make sure you use all the neccessary parameters: /F /R /X /V
Once that process is done,you can try deleting the files again (if they will even be there after CHKDSK completion) using one of the above procedures...
Cheers!!!