Since I don't have my Traiz with me, I'll have to guide you through it blind.
First, lay your tunnels. Make sure this is a tunnel and not something that, erm, isn't a tunnel.
Next, got to the "Advanced" options in the track tab and select "use height", the middle button on the bottom row. Click on the spline points (the white circles), they will turn yellow. Make sure you click ALL the spline points in the tunnel.
Then, raise the terrain over the tunnel. Your tunnel should stay in place as the terrain rises.
Finally, I think this actually belongs in "Surveyor" instead of "Screenshots".