Horticultural grit/Granite chippings. Most garden centres have it in 20 kg bags at around £3-£5 a go. Some aggregates suppliers have it too, better price. Regular "Pea Shingle" gravel not advised, does not "lock" properly into sleepers.
Dig a small trench, 3" x 6" and line with black polythene sheet to block weed growth. Fill with crushed stone and or all/top up with horticultural grit to ballast track. Use lawn edging, plastic or metal to ensure minimal loss of ballast over time. Don't try to top up with horticultural grit over gravel, it'll just sink through it eventually. Lay track on top, check its level, then pin track at around 3 foot intervals with 5-6 inch nails.
Be prepared in future to keep points and check rails free of any stray grit. Top up as required, just like they do on the big railway
Max.