Places to check:
) Antivirus blocking CDP files from installing and blocking the .tzarc files from decompressing.
) Firewall blocking the Auran servers.
Yes, N3V has kept the Auran name on the servers. When installing Trainz, you need to allow the program to pass through the firewall.
) You have a crappy connection.
There are many factors that can cause this ranging from poor signal on a wireless connection to bad wires, poor ISP service, etc.