If it just began to occur, it may be due to installing windows security updates. "Program Files" and "Program Files (x86)" are "system" folders, and Windows will make changes to them, and their contents, without your knowledge or permission.
-The easiest remedy for this is to NOT install any ptograms in to those two folders, but instead directly to the C:\ drive, in their own directory; example: C:\Auran\TS2010
Check to make sure all your Trainz .exe files are still set to run as administrator, and the Security Permissions are all set to their most permissive state for all user entries.
-There are several .exe files in the "bin" folder, in addition to the Trainz.exe in the root folder, and IIRC, there is one other folder that contains an .exe file.