Just got the Steam "Extended Edition" working as expected with the latest trainer.
I post to remind all of us to read the text file accompanying the trainer as it include very important information to play the game flawlessly, as:
"OPTIONS MAY HAVE TO BE DEACTIVATED AND REACTIVATED AT CERTAIN POINTS AND BETWEEN LEVELS OR SAVE/LOADS!"
Came through fine for me.
Clear your cache / cookies then try again.
Likely your AV, firewall or other security software including browser addons/extensions are blocking the download. Temporarily disable all of them and try again. Also try different browsers.