Is this the 35010 central station? You probably already know this but it doesn't have a separate programming output so you have to use the main track or reconnect the red and blue wires to a separate piece of track to program a loco. From manual: "The red and blue Track outputs on the back of the Central Station are used both for the main track and for programming. To avoid programming other locos, disconnect the Central Station from the main track and connect it to a programming track, with no connection to the main track. Any locos on this track will be programmed." Please note that would also apply to "stationary" decoders such as accessory or point decoders connected to the track.
I think to avoid any doubt connect the blue and red wires to a separate piece of track and place one loco with one decoder on that track. If this is something you plan to do often think about using a DPDT switch so you can switch between main track and programming track more conveniently.
if you still have the problem then it may be some incompatibility between the decoder and the central station, so please let us know what you are using for power (transformer) and details of the loco and the decoder fitted.
