Here's a more complete procedure list to proper installation and the first few runs. YMMV, but it's a compilation of my experiences and others'. I figured I'd run this by some folks here to see if it would make for a good sticky. Comments and changes are welcome.
Before installation:
1. Login computer as administrator.
2. Ensure you have plenty of disk space not just for Trainz, but for any additional content (plan on having at least 60 gigs free.)
3. Physically disconnect from your network/internet. Disconnect your cable or turn of your wireless adapter to stay, temporarily.
4. Disable your Anti-virus.
5. Disable your firewall.
6. [optional] Consider doing a chkdsk /f to scan for and fix any bad sectors on your disk. If many bad sectors are found, replace disk as this is a sign of impending disk failure.
7. Do a disk defrag. (This should save time versus doing it post-installation.)
8. Install Trainz.
9. Once installed, start CM. Enter your login information even though you are disconnected from the internet. Then exit out to save your data and file associations.
Try running Trainz. If it runs normally and smoothly then skip the following step.
10. Enter CM again and do an Extended Database Repair.
11. Apply patches. Do an Extended Database Repair after each patch.
12. Re-enable your firewall, anti-virus, and, finally, reconnect your network connection.
@OP, as I understand it, Trainz is very iffy when it comes to SLi or Crossfire, which may explain your crashes. Try disabling this in your video driver when running Trainz before reinstalling using the above procedure.