If you're behind a firewall or web proxy and TDB is unable to download the timetable, you can download it manually using the following steps:
Run regedit.exe, and find the following registry key:
HKEY_LOCAL_MACHINE\Software\Grofsoft\TDB\DataDir
This is the location of the data directory where the database files need to go. It will normally be something like this:
C:\Documents and Settings\All Users\Application Data\Grofsoft\TDB
Download the following files:
http://grofsoft.com/tdb/tdb.dd
http://www.cityrail.info/timetable/download/zips/CityRail_Timetable-All-280506.zip
Copy them both to the data directory, and rename the zip file to html.zip
Open a command prompt (cmd.exe), and type the following commands:
cd "C:\Program Files\Grofsoft\TDB"
tdbcmd parse
That's it, you're done. There should now be a file called tdb.db in the data directory.