I've noticed that you seem to have a lot of file-related issues with your system. Are your hard drives okay and have you done a recent backup of your data? Seriously, I'd consider checking your hard drives, and possibly replacing them if there are some hardware problems.
Harmless enough. It has nothing to do with XP or Win7, it's simply the contents of the TransDEM to Trainz export/import folder on both systems. TransDEM only looks at files and folders which either resemble Trainz maps/routes or scenery objects. Anything else found there will trigger this message.