You have to use rolling stock that has been improved to support the '09/'10 standards, naturally.
In the case of the sample comparisions that auran show, they have an updated SD40-2 that is built-in to 09/10 with a trainz build of 2.9.
I've taken a screenshot to mimic (ish - I compared two UP models, rather than UP & Santa Fe) the comparison shot that they've made, the pre-2009 version being sporburst's SD40-2* which is a trainz build of 2.4 (technically therefore a trs2004 model, but its the latest[2] pre-2.9 SD40 on the DLS).
It could be argued that this isn't the best example of 2004/2006 content, and that's probably correct, there are probably even payware SD40s that use more advanced texturing and looks. It could thus be argued that auran are being a little deceptive, but it IS a fair comparison of how you can get SD40-2's to look in the 2(3) versions...
* Note that it doesn't work directly in native mode unless you fix a bad texture slot.
Edit:
[2] Technically, there is a 'desert storm SD40-2' on the DLS for trainz-build of 2.5, which is trs2006, but since it's a special livery, there's little point comparing it, also, it's not visually much improved over sporburst's model.