So I went through my running Processes and made sure to end any processes that looked security/pop-up blocker related (i.e. mcshield.exe, pop-up blockers). Then I tried updating MBA-M again and it didn't work like before. But then I switched mirrors and it started downloading the update. When it was finished a message box appeared saying "The latest version of Malwarebytes' Anti-Malware has been downloaded. Malwarebytes' Anti-Malware will now close and install the latest version." But then the program just closed and nothing happened. After opening MBA-M again, the Database version remained un-updated.

After looking through my Add/Remove list, there appeared to be nothing Sun Java related to remove. So I just followed through on the rest of your instructions and installed/verified Java version 6 update 7.

I then tried running ESET Scanner again and was re-directed to an ad site. I was unable to connect to the Panda Active Scan webpage.