Probably no reason to be worried.
And if you have a good firewall.... I probably wouldn't worry at all.
There are much worse things you can get on your computer.....
Often times when you do scans, (I have never used the Malwarebytes software that you are using so I don't know if this can be done on it), but there is a way to find which directory the file is in, and also the file name. Often times something.exe, or something.tmp, etc. If you search the file name in google you can get much more information on exactly how serious a threat is.....
