Hi kentrains,
The easy way is to create a shortcut for download helper on your desktop. Then open DH from the desktop shortcut, near the top you will see two panels which can have details entered in to them. The very top one may have your TRS version already in, the next one down you can enter the drive and path that points to your Trainz directory. Then click on "save" to close the helper panel.
Hope this helps,
Bill69