It could be that the loader doesn't have the "privilege level" to make the changes it needs to. Try these:

1) Right click on the Weapon for FSX Loader shortcut > Properties > Compatibility Tab > Privilege level and checkmark (place a tick) in the box beside "Run this program as an administrator" then click OK.
2) Right click on the fsx.exe > Properties > Compatibility Tab > Privilege level and checkmark the box beside "Run this program as an administrator" then click OK..

Hopefully this will allow everything to work as it should.

Mark