I have found that the IE & Explorer will always load any add-ons to the last version of trainz that you loaded, be it older or newer, so if you last loaded TS12 and then you load TS10 after it, the down load would go to TS10 and not TS12.
If you have bought an add on game, you should be given a chance to alter the path your self at the installation stage.
If it's a CDP file and for what ever reason the above suggestion's don't work, or you just don't know yet, how to make them work, you could un-install TS10 and then re-install to the exact same place, that should work, with minimal loss, if any. but this is very drastic, and you should backup the [user file] just in case.
My advice would be to have a good tinker around with a loaded version of trainz that you don't need, and use it for experimenting on.
Edit.... that'll teach me to go and have a cup of tea!