Try either turning off all cheats except infinite health or don't turn the trainer on until you've collected it.
Trainers (not just this one) in general tend to break or crash the game if you have an objective to, for example, pick up ammo - or a weapon containing ammo - but is made impossible by an infinite ammo cheat.
If memory serves me correctly, in the game you are given a pistol to defend your station, that pistol has ammo in it. So if you have the infinite ammo cheat on when you're given the pistol then you're probably trying to add X bullets into Infinite bullets. So the game is like "Mate wtf? Does not compute. ARRGGHH! *crash*".
Shortly after that, you'll also need to collect some "cash" and a gas mask filter too, so don't turn the infinite cash or infinite filter cheat on yet either.
So yeah, don't turn the trainer on until you picked them up.