Yes LegoLow, that's just how it works; you have to make independent blocks or track loops to control multiple 9V trains. Video 10 uses two independent sections, which is the main loop and the siding, and these sections join at a shared station using motorized sidings to cut power between the two sections.
New video: ARDUINO ON BOARD!
This tutorial places an arduino on board your train, so you can take your programs with you as you move! I've built the arduino onto a wagon so that you can see all the components, but this could also be build into the locomotive itself and just the battery located in a second wagon.
The existing Power Functions parts remain on the locomotive, so it takes just seconds to convert from Arduino control back to "standard". I've also added two distance sensors for crash detection, so your trains can now run along a single line backwards and forwards instead of going round and round in a loop!