If Anti-Malware for Mac is displaying errors when trying to remove files, or if infections aren't being removed at all, it may be due to an anti-virus that you're using. Most anti-virus software these days includes a form of scanning called "on access" scanning. This means that the anti-virus software examines files at the time that the system tries to access them. So, when you try to copy, move, open or otherwise interact with a file, your anti-virus software will block that attempted action if it decides that the file in question is malicious. If you are using anti-virus software with on access scanning, and that anti-virus software detects some or all of the files that Anti-Malware for Mac wants to remove, this is a potential problem. When Anti-Malware for Mac tries to move those files to the trash, the anti-virus software will prevent it.
To solve this problem, simply disable your anti-virus software, then run another scan with Anti-Malware for Mac and remove the files it wasn't allowed to remove before. You can enable your anti-virus software again afterwards.
But I don't use anti-virus software!
If you aren't running anti-virus software, another potential source of problems is permissions problems with your user account or your system in general. For help dealing with that, refer to KB article, Why does Anti-Malware for Mac report it is unable to access certain folders?
I'm using Mac OS X 10.11
If you're using El Capitan (Mac OS X 10.11), a new feature called System Integrity Protection (SIP) could have an impact on the ability of Malwarebytes Anti-Malware for Mac to remove malware. For more information, refer to KB article, What is System Integrity Protection and how does it affect Anti-Malware for Mac? .
It still doesn't work
You may have some other unusual system configuration or problem. First, try restarting in safe mode, and run Anti-Malware for Mac again while in safe mode. If that doesn't help, you can try repairing the hard drive with Disk Utility. (Restart in recovery mode as described above, then open Disk Utility and repair the hard drive - not the permissions.)
If all else fails, you may have found a bug in Anti-Malware for Mac. Take a system snapshot, refer to KB article, How to take a System Snapshot with Anti-Malware for Mac and create a support ticket being sure to include details about the problem you're having.