Got the files. I will have a look today.

Thank you.
*phew* THANKYOU!

The actual directory should be something like this:
[table="width: 1500, class: grid"]
[tr]
[td]
Trainer for Oil Rush.rar
-\Trainer for Oil Rush
[/td]
[td][/td]
[/tr]
[tr]
[td]--\Capture.PNG[/td]
[td]>> Screencap of the download page[/td]
[/tr]
[tr]
[td]--\OIL.RUSH.V1.0.AND.V1.01.PLUS.2.TRAINER.BY.Burmass.rar[/td]
[td] >> This is the file you want to get into - this one is also passworded, but not by me - by the original site I downloaded it from...[/td]
[/tr]
[tr]
[td]
---\Oil Rush V1.0_1.01 +2 Trn_2.exe[/td]
[td]
>> This is the file you want to be analyzing.[/td]
[/tr]
[tr]
[td]--\OIL.RUSH.V1.0.AND.V1.01.PLUS.2.TRAINER.BY.Burmass.rar.txt[/td]
[td]>> Hashes, download link and page and further details(like said password mentioned earlier) for OIL.RUSH.V1.0.AND.V1.01.PLUS.2.TRAINER.BY.Burmass.rar file[/td]
[/tr]
[tr]
[td]--\Trainer for Oil Rush.zip[/td]
[td]>> Original zip file that I sent over to detections @ spybot . info but as you had said, never got the file.....luckily I've still have it all this time...(I stupidly rar'd this zip file with it....so now you will have duplicate sets of files...)[/td]
[/tr]
[tr]
[td]---\Capture.PNG[/td]
[td]>> Screencap of the download page(Duplicate file, I stupidly rar'd the zip file with it...)[/td]
[/tr]
[tr]
[td]---\OIL.RUSH.V1.0.AND.V1.01.PLUS.2.TRAINER.BY.Burmass.rar [/td]
[td] >> This is the file you want to get into - this one is also passworded, but not by me - by the original site I downloaded it from... (Duplicate file, I stupidly rar'd the zip file with it...)[/td]
[/tr]
[tr]
[td]
----\Oil Rush V1.0_1.01 +2 Trn_2.exe[/td]
[td]
>> Or this file you want to be analyzing(Duplicate file, I stupidly rar'd the zip file with it...)[/td]
[/tr]
[tr]
[td]---\OIL.RUSH.V1.0.AND.V1.01.PLUS.2.TRAINER.BY.Burmass.rar.txt[/td]
[td]>> Hashes, download link and page and further details(like said password mentioned earlier) for OIL.RUSH.V1.0.AND.V1.01.PLUS.2.TRAINER.BY.Burmass.rar file(Duplicate file, I stupidly rar'd the zip file with it...)[/td]
[/tr]
[/table]
Ok, so let me know how the analysis goes and what it is trying to do and whether if it's malicious or not..... Hopefully there, it will explain the mysterious event of it deleting itself after a while.....