Thanks folks....
Getting the train sharp is the really hard part... As Gizmogle said you have to move the camera around with the train...
The best way I've found to do it is..
use autofocus to pre-focus that camera onto the spot where the train will be when it passes
switch over to manual mode to stop the focus going way off
set the camera on to continuous shooting mode
fix on a spot on the train and pan with the camera keeping that spot within the same point through the viewfinder
start shooting when the train is just off to one side and hold down the shutter button until it is out the other side
if you manage to keep the train speed and pan speed the same then the shot comes out nice and sharp and the background is nice and blurred
and the most important thing....
You have to practice it a lot!!
Use the shutter speed to determine how fast you want the train to look (with a slower shutter speed making a train look fast and vice versa). The trains in the shot were actually not going that fast
Thanks for all your comments... really appreciated!! (and if you are ever at the Romney, Hythe & Dymchurch Railway then come and say hello)