Download x64 bit version and start as trainer. Specify what isn't working.
"C:\Program Files\Activision\Modern Warfare 2\" <- That should be it
No. It should work fine.
The trainer is trying to edit your mp_config.cfg in Your CoD Folder\players\mp_config.cfg. However, if it can't find your config you obviously did not set your path correctly and the error appears. That is why you have to set your path.