That's the first time I've heard that. Do you have any idea what the guages are and how a train is able to change between the two ?
In Spain and Portugal, due to political/military reasons (avoid the risk of invasions), there is the called 'Iberian gauge', that is much broader than the standard (UIC): 1667 milimeters versus 1435. Most of the railways in Spain are of this 'Iberian gauge', the only exceptions are some of the metro systems (Line 1 of Barcelona's is Iberian g.) and lines like the Transcantabrico, or the Alicante-Denia. But all RENFE's are Iberian.
When Spain decided to enter the 'high-speed world' with the construction of the Madrid-Sevilla line opened back in '92, the main decision was the gauge to use: look back to the 19th Century and the invasion stuff, or look forward to the future and foresee an European network fully interoperable. Fortunately, the second option was the choice, and all the new lines since then, including all high-speed ones, have been built either directly in UIC gauge, or with special polivalent rails (3 rails per railway rather than 2, covering both gauges).
Changing gauges by a train is not a new problem, Talgo trains have been operating since the 60s joining Madrid and Barcelona to Paris, Zurich and Milano. They have a system that allows them to change gauges in about a 20 minutes stop. The Altaria trains that have been doing the Madrid-Barcelona route since the opening of the Madrid-Lleida leg (high-speed and UIC) are, in fact, Talgo VII series. The new Alvia service (Talgo series 102) actually can do the change 'on the move' (i.e. moving very slowly, but not stopped), with just a 5 minutes delay. AVE trains (series 100, made by Alsthon and Siemens) are designed only to operate in UIC gauge, that is why they cannot currently reach Barcelona, they can only move from Seville to Lleida. Talgo 200, a service that RENFE provides from Madrid to Huelva, Cadiz and Malaga, use the high-speed line (UIC) and the conventional one (Iberian), changing gauges in Sevilla the two formers, and Cordoba the latter.
If you want some technical explanation of the gauges and the change systems,
here you have an article.
EDIT: Had I digged up a bit on the Net, I have saved you and myself my poor explanation of the story and brought you up with this link that explains everything wonderfully:
http://en.wikipedia.org/wiki/AVE