Malwarebytes problem

What do you mean with "always run a scan on any program that I am going to download"?
URL scan?

You mean why didn't MBAM block the IP?

Don't know, but as a general advice you shouldn't trust URL/IP scans. Dynamic web sites and pages like asp and php are sometimes used by the bad guys to only present clean code when accessed by a known scanner(by checking the IP range of the computer accessing the page). But when accessed by anyone else(you and me) we'll receive different web page content that includes the bad stuff.

Personally I download the program and then check it on VirusTotal and HerdProtect before running it. If the file is unknown on these services I go manually to virustotal.com and upload the file to have it checked. I've put together a quick and easy way here using right-click on the downloaded file:
VirusTotal + HerdProtect - Check Files with Simultaneously

It could also be a good idea to scan the file manually with your AV and MBAM as sometimes additional methods are used for manual scans, for example heuristics. These options are generally also available by right-clicking the file in explorer.

PSCO2007 do you use any IObit's products?

I was intrigued so downloaded and installed Gmail Notifier Pro.

Scan prior to download with multiple AV's shows clean:



Scan with multiple AV's before install shows clean:



VirusTotal scan of installer shows clean:



Scan after install with MBAM - clean and nothing detected. Not sure where you downloaded the file from. Here's the official developer's website:

Gmail Notifier Pro - Download for Windows