Moin,
I´m also using TS 2009 and TS 2010 with Vista but without problems.
Make sure that all .exe files in the trainz folder(s), as Trainz, Connection Manager, CCP e.t.c are running in administrator mode.
Also you should ignore the error message for any time, don´t click it. Maybe Trainz sort the database and that, because it needs any time, looks for Vista as an error but it isn´t.