it's possible that your antivirus is making a false positive of the trainer and removing the file from the download zip.
you may have to temporarily turn off your antivirus scanner or make a directory that is 'safe' for cheathappens trainers and download it to there and add that directory to your exceptions list.
I am having the same issues as Irock48 trainer is saying its activating but none of the cheats are working and when i try the Orens cheat and open inventory can closes. Please advise.
Finally got the 1.1 Steam trainer working. Last night, it wasn't working at all. It is what lead me to assumed that it already patched to 1.2
Edit: I found out why the trainer sometime didn't work. I have the similar problem with Bioshock 2 trainer when I did activate the trainer but it didn't work, so I have to keep pressing the same numpad 1 until it get to work. And it finally did. So I have the same problem the The Witcher trainer for Steam, it did behave the same thing as Bioshock 2. I have to press 3 - 5 times to get the trainer working. It not a big deal, through. Just i have that "ugh" feeling that it the similar trainer in Bioshock 2