Download ComboFix from one of the following locations: Link 1 Link 2
VERY IMPORTANT !!! Save ComboFix.exe to your Desktop
IMPORTANT - Disable your AntiVirus and AntiSpyware applications, usually via a right click on the System Tray icon. They may otherwise interfere with our tools. If you have difficulty properly disabling your protective programs, refer to this link here
[*]Double click on ComboFix.exe & follow the prompts.
[*]Accept the disclaimer and allow to update if it asks
Not sure what is happening, spent last night reformatted my machine, reinstalled Avast and the same exact warning came up.
End up I uninstall Avast and installed Symantec Endpoint Protection, performed a full scan and nothing had been found.
I conclude it is a bug and nothing to worry about at this point of time. Just uninstall Avast and install other AV software and you will be free from this warning.
I tried using it on my company laptop with no issues. The company laptop does not have avast installed.
Previously on my own laptop (with avast), I was not able to download malwarebytes without disabling avast. However on my company laptop, I can download malwarebytes with no issues.