Your question does not make sense, it sounds like you have an windows expectational error message, what version of Windows are you using?, what firewall are using?, when do you get the error message? and have you checked the system log files?
Ok, Firewall was repaired coming back successfully... I see Content Manager v3.7 has Please check your internet connection and firewall/proxy settings to access the Trainz Download Station. How I can fix it? let me know..
if it is Vista or Windows 7, you could put three rules for inbound and outbound to allow programs, ports TCP and ports UDP. That solves a lot, especially if you are behind a router, which should already block bad stuff.
