It has been years since I've played a Trainz game, and quite frankly I don't intend to touch the series again. I really don't have any further advice for those of you who still comment here. This method I've posted here worked for me back in the day, so I shared how I did it. If you can't get it to work, it's not my problem.

1. Login to your My Trainz account or register and start an account with My Trainz (Previously known as Planet Auran). Having a My Trainz account is required to do the entire process. Getting one is about as easy as getting a Steam Account. (My Trainz Link: http://www.auran.com/planetauran/login.php)
2. Go to the serial numbers page. The link should be on the left side of the page.
3. Enter your serial numbers for the full game (ex. Trainz 12) and standalone game/dlc (ex. Trainz Settle and Carlisle).
4. Once you are sure the serial numbers are properly entered open your full game and click options on the startup menu.
5. Go to the General tab which is the first starting from the left.
6. The full game's serial number should be in the large text box below, if not type it in and press the add button.
7. Type in your standalone game/dlc serial number in the same area and press add.
8. Your game might suddenly start up, if not go ahead and start it, a window will appear with a loading bar, this means your content should be uploading to the game.
9. Wait until the downloading and installation is complete. This time heavily depends on the speed and traffic load on your wifi or network connection. Just be ready for a long download time.
10. All the routes and rolling stock should be with the rest of your trainz content.
11. Choose your session and have fun!

Note: the following problems are problems that the author of this guide has experienced.

• Be careful when performing step 3, your serial numbers are very important so make sure you enter them correctly.
  
  
• Your game might freeze during the installation process (depending on your computer's performance), if it does not unfreeze you might have to close the game and start over, I got lucky ending up with everything intact.
  
  
• If you attempt to enter the serial number into the game, without first adding it to your Auran account, then the options page may tell you the number is invalid. This won't affect the code's status in any way.
  
  
• Your game might accidently delete the content from your library. The good news is your game should immediately reinstall the content once you start your game again.
  
  
• This installation method may or may not work the exact same way in Trainz 2009 and 2010, as the author has no experience with said games.
  
  
• If your game has other problems not listed here I sugest you login to the Auran Help desk, there you can post any issues you may have with your game and have an answer from Auran personal.