I take it you have an industry, bridge or crossing that insists on changing it's track type to the kind you're connecting, but you don't want it to? Best way to avoid this is to connect a short length of the object's current track to the other end temporarily. This will prevent update when you attach your track to the first end. You can then delete the temporary piece, and attach whatever you like to that end.
Hope this makes sense - I don'r recall a keystroke...
Paul