Malicious web site feature of malwarebytes doesn’t activate, it is best to uninstall the software and then reinstall it. This problem may occur sometimes if there are errors in installation. [Malwarebytes Customer Service ](‘http:// http://www.antivirustechnicalhelp.com/malwarebytes.html’)should ensure that there are no errors while installing malwarebytes.
more then info :-
http://www.antivirustechnicalhelp.com/blog/help-in-installing-the-norton-antivirus-software/