It could have been added to the Kaspersky whitelist.
Check Kaspersky Forum here
and for definition of whitelist - go here
Most trainers when released are flagged by antivirus/malware software as Trojans. It's pretty common to get false positives with game trainers. The programs (Trainers) monitor the game executables and modify things on-the-fly. In order to do this they have to use certain algorithms, and in many cases the heuristics of anti-virus programs will think these algorithms are similar to some trojans. This is not to say that all trainers are clean - some may have Trojans.