If I understand correctly, the problem is affecting TS2010. (Correct me if I'm wrong)
If you are running Windows 7 or Vista, you will need to set Trainz to run as an administrator. The easiest way of doing this is if you have a shortcut on the Desktop. To check whether your icon on the Desktop is a shortcut or the actual program, simply right-click and click Properties. If it is a shortcut, the box that appears will have a Shortcut tab. If this is the case, click Compatibility (it will be a tab at the top), then click in the box marked 'Run this program as an administrator'.
I am aware of quite a few patching issues with TS2010 - the best way of patching it is to use the autopatcher (also, during patching, it's strongly advised to turn off your antivirus software - if you can post what your antivirus software is, someone will be able to advise on that)
To use the autopatcher (if you are not already using it):
1.On the launcher screen (the one with Start,Options etc on it) click Options.
2.Click the Planet Auran tab.
3.At the bottom there should be a Patch Trainz button. If there is, click it.
4.The patching process will now start - simply follow the instructions (just make sure you do not click Cancel, as that will require a re-install). Once it is done, click Close.
Shane