I have the Steam version and the trainer isn't working for some reason, even after I used the English no-cd fix for 1.005 linked in one of the previous posts I get nothing.
In a perhaps related note, is the trainer supposed to make any sound when you press one of the numpad buttons (Like the CoH trainer, which played an "activated" sound when one of the cheats was used)? Because it doesn't do anything when I use it.
After running a few more tests I found out that, for me at least, the trainer only works if loaded after starting the game. If I start the trainer before the game it doesn't seem to register the numpad keys at all for some reason.