From memory, as TRS2006 was a long time ago for me, it hs to do with the .chump files. The file "assets.tdx" or the chump files become corrupted every now and again - it happens occasionally with all Trainz versions from 2004 upwards! It's just that TC3 and TRS2009 have a natty little thing in Content Manager that repairs the database itself.
Go into your TRS2006 main folder using Explorer (default location is C:\Program Files\Auran\TRS2006)
Once there, rename the assets.tdx file to assets.bak then look for a folder called "cache".
Open the "cache" folder.
Delete the entire contents.
Now close down Explorer and double-click your TRS2006 start up icon. Your computer will rebuild the cache files itself and churn out a new assets.tdx file (it may take quite a while to do if you have a lot of downloaded content!)
However, once it has finished, your Trainz will be fine again!