Hello, and welcome to Trainz!
There are two ways of doing this. The best (IMHO) is below.
1. Go to the Content Manager for TS2009 by selecting Content from the Launcher.
2. Once there, find the content you wish to transfer to TS2010. Select it all (Or parts if there is a lot) and right-click on it. Select Save to CDP. Find the place you want to save it to. Click Ok when place to save to is selected.
(Note, doing this will not delete the current version of the content in TS2009.)
3. Go to TS2010's Content Manager. Go to File > Import CDPs. Find the CDP that you saved and select Ok. The content will install. Find the content in TS2010's CM. If it has a spanner and a hammer clearly visible, select it and press Ctrl + M to commit it to the game.
That's the process complete.
Happy Trainzing!
Cappy.