Are you using the numpad (if you have one)?
If you are on a computer without a numpad, try downloading the laptop version of the trainer.
Here's the link:http://www.gtagaming.com/downloads/gta-iv/tools/8680
Open the menu up with F3, and click "I" to move up the menu and "K" to go down and "O" to select. These are some of the controls, rest are on the download page. This post has been edited by Mafioso1 on Monday, Aug 27 2012, 20:45