The publisher warning is pretty standard across the board, basically it's publishers that don't want to pay Microsoft to get their software listed as 'ok'.
As for standing behind their products, I haven't had any problem with them now doing so. If you're having specific problems post on the forums maybe someone there can help you more then the helpdesk (which is run by 2 people, in Australia who don't work over night or on the weekends; aka it can get bogged down).
If you want a refund you will have to contact the helpdesk, presuming you bought it from them. If you bought trainz from another seller you need to contact them. That being said I'm pretty certain I've heard of them giving refunds to some extent.
