I found the solution that worked for me.
First of all thanks to clam1952 who was the writer for this link
http://forum.british-trainz.co.uk/viewtopic.php?f=26&t=533. I had to make some modifications because of the "steam" file location but it worked well.
I opened "notepad" but any text editor will work.
I entered the following (everything between the dashed lines but not including the dashed lines):
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Windows Registry Editor Version 5.00
[HKEY_CLASSES_ROOT\Trainz]
@="URL: Trainz Protocol"
"URL Protocol"=""
[HKEY_CLASSES_ROOT\Trainz\shell]
[HKEY_CLASSES_ROOT\Trainz\shell\open]
[HKEY_CLASSES_ROOT\Trainz\shell\open\command]
@="\"
C:\\Program Files (x86)\\Steam\\steamapps\\common\\TS2012\\bin\\contentmanager.exe\" \"%1\""
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*NOTE* For some reason there is a space being placed between the "t" and the "e" in the word "contentmanager.exe" in the above code. It seems to be an issue with this forum because I have not been able to remove that space by editing my post. You would remove that space when you enter this text into your text editor.
Please note that the text in red is my path to the "contentmanager.exe" file. You would set that path to whatever location your contentmanager.exe is in. Also it is important to note that the backslashes in the "red" area must be doubled up. This “red” highlighted text is for visual purposes only. You do not need to make that path red when you enter it in
After you have entered the text into your text editor save it as a .reg file. In notepad that was done by “File” in the upper left menu bar, then “Save As”, then select the location you want to save (I used desktop as the location because it is easy to find and you will only need this file once and then it can be deleted), then at the bottom change the “Save as type” dropdown to “All files (*.*), and above that name it “trainz.reg” (without the quotations). Now hit “Save” at the bottom of that window.
After you have saved you can close your text editor.
Now go to your desktop (or wherever you saved the “trainz.reg”) and locate the trainz.reg file. Double click “trainz.reg” and follow the prompts. You will get a notification that the registry has been updated.
Now go to the Auran Download Station web site
https://www.auran.com/DLS/ and sign in (if it is not set up to do that for you automatically). Select an item for the Download Station and then select the “download page” link below the item image. A box will open with a “Download Helper” button and a “Download FTP” button. Select the “Download Helper” button. A dialog box will open to guide you to associating this protocol with the contentmanager.exe file. Follow the prompts to that file location on your computer (the path you used in “red” while creating your trainz.reg file (without the double backslashes). I believe there is a tick box to the effect of always associate with this application. You would check that tick box. Follow the rest of the prompts to accept and your item will open in contentmanager.exe.
Now your browser is set to always open those items in the contenetmanager.exe.
I hope this helps, and again thank you to clam1952.