I'm having the same issue as well. Just tried the newest update and still having this problem.
It's highly likely that your antivirus/firewall prevents the newly created tmp file (~CheathappensTrainerxxxx.tmp) from accessing the internet.
The tmp file is created in this location: C:\Users\YourWindowsUserName\Cheathappens\Work
Please create an exclusion rule for this location in your AV and/or firewall for the temp file as well as for the trainer exe.
Please delete your current trainer, wipe your cache/Windows temp folder, reboot your PC, download the latest trainer, run it with admin rights and try again.
Please try this location: C:\Users\YourWindowsUserName\Documents\