I don't have much experience with MalwareBytes, but so far I haven't seen many other antivirus programs detect it consistently. I usually manually look through common places that viruses like to hide (the user's AppData folder tree, X:\ProgramData, for example), but the last time I battled an FBI variant, I couldn't find it anywhere. But I thought up a trick that might work (for me at least on Windows 7+).
Assuming there's another administrator account or you can get into safe mode, you can exploit the fact that (at least in my experience), the FBI virus affects only the user account that contracted it. First, if there's no other administrator account and the administrator password is unknown (as is the case on many home computers), go into safe mode, make another administrator user account, and make sure fast user switching is enabled. Then, reboot into normal mode, log into the affected account and press control-alt-delete. On Windows 7 at least this brings up a list of options, one of which is to switch users; click it and log into the administrator account you made earlier (or an existing one if available). Run the
Windows Process Explorer. When you're in that, go to the File menu and select "Show Details for All Processes" with the shield; this will cause it to reopen as an administrator level process, showing all processes and their child-processes--even those of the other FBI afflicted user account. You should be able to look through that list for anything sketchy, especially rundll.exe instances. Hovering over an entry in the list will reveal the command that was issued to run it, as well as the full path and filename of the program.
This should give you the location of the running virus; take note of that, kill the process, and go delete its files. In my last battle (don't know if it's generally the case) it had a .reg file with it, revealing that it had altered the registry. Using the information in the file, as well as searching the registry for the filename of the virus, I fixed or deleted the entries that it had modified or added, namely it had replaced explorer.exe as the user's shell (also check for startup entries). Doing all of this should clean up the virus *and* its effects, which is important as well.
This method should work for other ransomware viruses as well, and on any Windows version on which you can get to fast user switching without whatever the ransomware is blocking. For example, in Windows XP Home Edition, the default action on control-alt-delete is to bring up the task manager, which the FBI virus swiftly hides from view, so this method wouldn't work without changing that default action as well (can't think off the top of my head how to do that, but I'm sure it can be done and then switched back when finished). If there's not an unaffected account, this method also requires safe mode, which as you mentioned is sometimes somehow locked, making this method inaffective in those situations.
You're right though, making sure they have an updated antivirus isn't enough, you have to make sure that they understand that some programs can creep past their antivirus and infect their system anyway; that it can be caused by their browsing habits, whether they knowingly or unknowingly go to sites that spread the virus.