Steam games usually come with a modified game EXE file, so trainers don't match up the same with their memory. most of the time that a NoCD executable is available and you don't see "Steam Version" in the title of a trainer, it's advisable to grab the NoCD fix.
That's just how Steam releases games most of the time. For some (popcap games, for example) you won't need any special EXE because the trainer works with it already. You'll have to experiment.
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