Installing Weapon for FSX as an administrator is a must for Vista/Win7!
Running the Loader as an administrator is equally important.
If FSX is installed in the default location of C:\Program Files or C:\Program Files (x86), then it too could need to be run as an administrator.

For the csw001_1000.exe to be run as an administrator, right mouse click on it, select Run as administrator from the list that pops up.
For the Loader, click on Start > All Programs > Captain Sim > Weapon for FSX and then right mouse click on Loader (shortcut). Select Properties, then the Compatibility tab, tick the box beside Run this program as an administrator then click OK. Now the loader will always be run as an administrator!
Do the same for fsx.exe in the FSX root folder so that it is always run as an administrator.

Mark