The Loco's that are blank probably happen because not all the files needed have been included in the transfer. Many items downloaded actually use other files than just the one you initially see ("dependancies" in Trainz speak) which need to be present for the item to work/appear in Trainz. You may have these on your own computer but not be including them in the files copied over to your son's.
If you download a .cdp file (as mentioned above, the Trainz version of a zip file, shows up with a yellow loco logo on screen if not opened) you can make a straight copy of these unopened files, copy them to the other computer, then click on them to open and they should automatically install in Trainz.
Slightly more difficult if you are downloading from sites other than the Auran one, as these will come in a number of ways, including normal zip files.
Alternatively you could run a mirror copy of Trainz on each machine, so download and install them on yours then copy the whole updated Trainz directory onto your son's (over writing the already installed copy). This is a long winded way, but is easy if you have a plug in external hard drive.
You only actually need the folders called "kuid" files, which if you open the folders in the copy of Trainz on your machine you will find the World file (if I remember correctly, 2004 seems a long way back now). These are created when the ".cdp" files are unpacked/expanded. You can just copy these over just like copying a word document, put them in the same folder on the other machine and Trainz will find them-downloaded items do not need installing as such, just a matter of getting the unpacked versions (cdp's are compacted) into the right folder. Copy all of the folder holding these over on to your sons machine each time you have installed new downloads and hey presto! You could copy using a recordable cd if not a memory stick or external hard drive.