What?
Er... yeah, what they said. On the actual line structure that you want the rails to be, set the rail texture as the Middle texture and check off Lower Unpegged.
Then, close to the rail texture, make an reallyreally thin sector that's about the length of the rail, and place the sector right next to it.
From here, you can either set up an invisible FOF or use some other method I'm not bothered to explain. It's how they set up snow, too. Though it's faster in performance then using an FOF, setting up the FOF is easier.