bamacola THANKS!!! renaming adwcleaner_5.021.exe t adwcleaner.exe worked for me running AVG. Renaming it to anything lets it run.
Possible solution on win xp sp3. Rename Adwcleaner_5.021.exe to Adwcleaner.exe. This may also work on versions 18 and up. It may have to do with Avira safe search interfering with it. Once I removed Avira safe search from registry (IE browser entries) using adwcleaner.exe it would then run adwcleaner_5.021.exe.
Hope this works for you. May be worth trying on other OS versions.