There is another way, but, it can only be done on a fresh installation of TRS2006, well, any version of Trainz actually......
Ensure you have nothing in your CMP, only built-in assets should show up.
Download your layout, download all the dependencies, and make sure you have all the dependencies for the dependencies - signals need coronas, level crossings need flashing lights and bells, the stations need rooves and other assets, the industries need all their products. Download everything then go in to your "My Documents" area and create a folder and name it after your map. Then go into your C:\Program Files\Auran\TRS2006\local
to the content folders for your route, click your mouse and highlight every one of them and instead of copying them cut them so you extract everything and then go to your newly created folder and paste the whole lot of folders into it.......Job Done, cut and paste, it's wonderfully quick.....Now that your CMP is empty again you can then get another map and do the same, and remember to create a new personal folder for each layout, you can then archive them onto a CD, some of the routes with all their assets, depending on their size, may exceed the 700mb that a CD can hold, therefore, split all the assets into 2 folders. I have archived loads of maps from around the world, and all locomotives and rolling stock for each continent, onto CD's. It takes a lot of time, but, well worth it in the end, and I'll never need to go back onto the DLS to find anything for these again.
Cheerz. ex-railwayman.