Hi Rog,
For each one of Pev's tools, open the program up and you should see on the top menu bar 'Setup', in this list is an entry 'Open With' which will allow you select your Trainz installation and setup the 'open with' option you'r looking for.
I don't think there is a way to backup or restore Picklists yet, unfortunately. What I always do is apply all the Service packs before I use the software, so then I won't lose the Picklist.
Regards
Arthur