Some files, such as trainers, can often set off a scanner's heuristic warnings which may result in them being labeled a "GENERIC" or "SUSPICIOUS" trojan or virus. This is simply because of the way trainers work. They modify another program while it's running and also listen for keys to be pressed on the computer so the options can activate. This is exactly what a real trojan might do.
You don't know how anti viruses work. It's completely safe. And don't download if you're too naive and worried about your false irrelevant privacy. Just do a thorough research on the detected/blocked "trojan" file names and it's up to you to judge the rest whether to allow it or not.