Yesterday I got infected with Windows Police Pro and followed the Windows Police Pro removal procedure on that site. It instructed me download malwarebytes and I did but when I run the program it just cant and my computer hangs. What other things I can do to remove this malware?

The first suggestion would be to try reanaming Malwarebytes mbam.exe etc. to another executable file type before running it.
If that fails and you don't want to install/use another removal tool you could try the Manual method mentioned here.

Also, try running Malwarebytes in Safe Mode.

Cheers