Getting this error, I have the correct trains installed with the corresponding routes.
Make sure everything is installed properly.
Go to Start, Run, and type in C:\Program Files\BVE\Railway\Object\WestsideA. (if that doesn't work, try C:\Program Files (x86)\BVE\Railway\Object\WestsideA\). There should be a lot of files inside (3yoff, 14th st, etc) and four folders (cars, markers, signobj, w/e)