we got a lot of newbies today....
the trainman, as verity explained is a program in charge of smuggling other programs in and out of the Matrix, that's why he controls the train.
mobil ave is limbo (M O B I L------>L I M B O)a place between heaven and hell (dunno wich one is wich though) is place connected to the matrix, and at same time (i think) is outside the matrix. mero had neo trapped there so that he can work an arrengement with trin and morpheus