What version is it as I have had no such problem with avast detecting anything. It has been a while since I downloaded mbam-setup.exe (version 1.24.0.0 now at 1.28.0.0) I have just scanned that installation file and no alert.
I don’t know what you mean by a special downloader, I got mine from here - MalwareBytes Anti-Malware freeware version http://download.bleepingcomputer.com/malwarebytes/mbam-setup.exe, right click on the link and select Save As or Save File (As depending on your browser), save it to a location where you can find it easily later.
I have just downloaded this file again and scanned the file, avast didn’t alert on it.