Well it's very easy to blame the makers of the trainer. In fact, the fault was on my side. I found out why the trainer didn't work for me. I started with a clean install too. I thought the game was up to date, but only Windows Live was updated, not the game. So I manually downloaded the update from the rockstar site (google it, sorry) and now the trainer works just as it should be. Hopefully this fixes the problems of the people still having game crashes because of the trainer.
I did ask people to update game to the latest patch and even included the link for you. Its the top of page 4.
my game crash when im stating the trainer all is updatet as your speeking about
You know you should start the trainer first as you say GTA IV crashes when you start the trainer:
1) Start the trainer
2) Launch the game and wait for the main menu to load
3) Press F1 to activate the trainer and listen for "Trainer Activated", don't press any other keys
4) Once ingame select the required cheat option.
There maybe a certain cheat option (God Mode or Ammo) that crashes the game for some people.
And please don't go updating Live! on Windows Update, let the game update Live! as it will do so when needed otherwise the trainer may not work. I currently have two Live! updates in the list that I didn't install and have no issues at all. These files are: Live! v3.0 (dated 5th August) and Live! v3.0 QFE1 (dated 3rd September).