im going to hazard a guess that these are whats known as No-CD exe files
Game Trainers also get infected easily due to the poor packing of the exe file
i have to warn you that many of these start out as clean files
BUT.. to turn the real exe into a no cd exe you have to unpack it & modify it
at this point the exe is no longer packed with encryption & worms & trojans can slip into them
i would upload it to http://virustotal.com and click reanalyze
(before you go adding anything to the exception list)
for something like a Trojan/Dropper you have to just delete ot & get shut
for somethign like a Trojan/Downloader, you could use the likes of zone alarm and set it to denie ALL network access to the exe & disable the sending of emails for it to, but even then, if anything gets in and starts to work with the file all hell can break loose before you no it (especialy on a game server online with a port open to connect to the game server & other users)