You wrote: "There are Seven copies of this small file, all the same, just with different names.
Take all seven of them. If one doesn't work then try the next and so on.
If possible save them to the desktop."

I think that the instructions are a little out of date?

In the Malwarebytes folder there is a folder called Chameleon
In there is a help file chameleon.chm
This contains a menu for calling all the rkills in that folder...

Trouble is I can't open the help file

From your earlier clues I reckon that these are what the help menu is calling, though I can't work out in which order
(does the order you try matter?)

firefox (shortcut)
firefox.com
firefox.exe
firefox.scr
iexplore.exe
mbam-chameleon (shortcut)
mbam-chameleon.com
mbam-chameleon.exe
mbam-chameleon.scr
rundll32.exe
svchost.exe
winlogon.exe

I tried each in the order above, one after the other. They all show a dos box with...

MBAM-Chameleon ver. 1.60.2
Press any key to continue
Installing Driver...
Protected Path: c:\Program Files\Malwarebytes' Anti-Malware\Chameleon\


Neither Mbam nor DDS.scr would start