Are you running XP 64 bit? if not, then i dont think there will be much point as i think standard XP is only able to really use 2 gigs.
I know Trainz is a memory hog, but i highly doubt that more 2 gigs will help noticable. I think then you would notice more improvement by upgrading your graphic card or even your HD to something along the lines of 10k rpm sata.
