Are you running Trainz/CMP as administrator? If not, Launcher.exe, Trainz.exe, ContentManager.exe/CMP and CCP.exe (otherwise known as Content Creator Plus) need to be set up to run as administrator. (All the files are in the Trainz installation folder (mostly under 'Bin'). Right-click each of the files in question, then click Compatibility then tick the bottom tick box before clicking OK.
Have you registered the game with auran using the Planet Auran system and added the serial number to your profile? (Use the 'Serial Number' link at the top to do this)
Without knowing your Trainz version, I can only give general advice.
Shane