The only thing that is mandatory in REX is that you install a texture set first nad at least once.  Once you have done that you do not have to do anything else with REX.  Forget about the flight planner and all that for now.  I always use real weather and here is what I do:  Go to Program Files\RealEnvironmentXtreme\ and find rexwxengine.exe.  This is the weather engine. Send a shortcut of this to the desktop and then to the quicklaunch area of the taskbar if you use that.  I also assign an icon to it to make it easier to see.  Then start FSX.  After FSX is started, click on rexwxengine.exe and the weather engine will start and you are all set to go.

Please note that you need to install REX textures at least once.  Then you can leave it alone.  Once you have installed textures that you like, you do not need to use the REX GUI until you want to install other textures or use the REX weather themes.

Hope this helps you.