I'm using Kaspersky Internet Security 2009. It is not uncommon for Kaspersky to report CH- trainers as "suspicous", since they behave simular to keyloggers.
However, in case of the Just Cause 2 trainer, Kaspersky seems to be certain that this is a trojan:
26.03.2010 00:21:47 Detected: Trojan.Win32.Swisyn.acwe Host Process for Windows Services F:\SETTINGS\MYFILES\MY TRAINERS\JC2-NYLDAN.EXE