This is not a trivial problem but a rather complicated one instead. I think best results (or any decent at all) would come from subdividing the road's mesh, based on the terrain's triangle grid and the road's orientation, then adapt the vertex height. You would have to dig into DirectX functions for that plan though.
"Falls das Resultat nicht einfach nur dermassen gut aussieht, sollten Sie nochmal von vorn anfangen..." - Manual
