Dear Bersi!
It did not catch your post here in the forum before I answered you on Steam. I will just copy/paste, what I wrote there:
This is an error caused by Steam itself and can have multiple reasons. As an easy fix you could try to exit steam and start it with administrator privileges. Also consider to temporarily deactivate your anti-virus software while launching Steam / Train Fever. Make sure to verify the game cache or reinstall Train Fever.
You can also send us your crash logs, the location is described here under point 11.:
http://www.train-fever.com/forums/topic/most-common-issues/
Best Regards
Tom