Yeah i found out when i ran it with out the trainer. It seems to affect some monsters and not others.
What you have to do is disable the unlimited health option, then start shooting at the invulnerable creature! =) Well, or at least it worked for my Marksman. Kept shooting, didn't die. Turned off invincible, health went down. Still took more than normal hits to kill it off, but it DID die... =/
Running the same version trainer, with a SEA version with singleplayer patched to 1.18074.70.4256 (v1.2), using the DX10 version on Vista Ultimate SP 1. =/