As CM said and also to Remove try this
How to remove the Malicious Software Removal Tool
The Malicious Software Removal Tool does not use an installer. Typically, when you run the Malicious Software Removal Tool, it creates a randomly named temporary directory on the root drive of the computer. This directory contains several files, and it includes the Mrtstub.exe file. Most of the time, this folder is automatically deleted after the tool finishes running or after the next time that you start the computer. However, this folder may not always be automatically deleted. In these cases, you can manually delete this folder, and this has no adverse effect on the computer.