The Generals trainer isn't up to date with the latest version of the game. So if your game is fully updated then the trainer won't work.
Otherwise, follow the trainer troubleshooting guide, handily located at the bottom of every page.
--------------------------------------------------------------------------- "Remember the good old days when you could just slap Omni-Gel on everything?" - Shepard, ME2
"Not right now. Trying to determine how Scale Itch got aboard. Sexually transmitted disease carried only by Varren..... Implications unpleasant." - Mordin, ME2
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