I'd do another scan with MBAM, and if it still shows up, select it for removal.
Try also checking that you are able to navigate to C:\Windows\System32\Drivers, and see if that "dmload.sys" file actually exists. Should be about 6-8Kb. If access is denied to your system32 folder, it means something has hijacked you at some point, and stuff needs to be re-set.
PS, don't type it in the address bar, just navigate to it.