The identification of setupCSG100en.exe as a trojan virus is not accurate. The setupCSG100en.exe file is clean and the warning can be ignored.
On systems running Computer Associates InnoculateIT Anti-Virus, the CSG 1.0 download file (setupCSG100en.exe) may be falsely identified as a Win95/Shutdown Trojan virus. The virus identification is a false positive: any executable created by InstallShield's PackageForTheWeb will demonstrate this behavior. This only occurs with virus pattern files dated between December 17 and 20, 2001.
To resolve the issue, update your InnoculateIT pattern file to a date of December 20, 2001 or later.