RDX is essentially the same game as Railroad Tycoon, with improves hi-resolution graphics, new sound effects, and several additions. The additions are: new maps (South America and South Africa) with region-specific cargo types (e.g. diamonds for South Africa), new time ranges and locomotives, bandits who can hijack your trains, and sheriffs who will arrest them. The existence of many bugs and very slow speed make the game initially inferior to the original, but subsequent patches (already applied in this download) and today's faster computers make it well worth a look. With multiple difficulty level, ingenious user interface that makes track laying a breeze, and rock-solid gameplay, RDX is in my (biased) opinion THE best railroad business management games ever made... although SimTex' 1830 and Gathering of Developers' 1999 sequel Railroad Tycoon II come very close to this classic.
Note: Although the game is called Sid Meier's Railroad Tycoon Deluxe, Sid Meier himself had nothing to do with the development of this version.