No, I haven't contacted Kaspersky.
The odd thing is I installed the game a couple of weeks ago (never really started playing it) and then two days ago I received the warning.
After I did the initial "clean" and the game was removed, I reinstalled it and got the trojan message at the very end of the installation again.
I get daily updates from Kaspersky and it looks like this is a relatively new trojan program warning that was just released.
I'll try to contact Kaspersky later today.
Robert