I'm sorry? what the heck does that have to do with anything?
There is no download manager or installer anywhere on the auran shop site that I could locate.
I'm really starting to regret buying this now
I'll give you the benefit of the doubt, but it should be obvious. Unless you mistyped you "don't have any Trainz title installed" therefor you don't have the Trainz Content Manager/Installer on your PC, which is what is used to download content from the DLS. Are you trying to download through FTP?