I also purchased on the same day the Train Pennsylvania RR I think it is 4029. I have set up the train but having trouble connecting the coal car to the one behind it. I have 4 cars in total to connect but none of them will connect. They seem to sit lower than the coal car??? I noticed while setting it up last night that the front of the train comes off and it has a weight...or is this something else other than weight? Did it have working headlights at one time?
Hello 
Betsy,
Yes, it sounds like you do indeed have set 4029 (see attachment).
And, as 
Gis said, 
There is a whole section of this forum dedicated to trains. Sounds like a good fit for you!
So, post some photos of your train over 
THERE, and we'll see if we can help you sort out your train problems ...  

Welcome to Playmofriends from the US Virgin Islands.
Richard