Are you using FSX with SP2 or Acceleration, as per the minimum specifications?

Minimum System Requirements:

   - PC with 2.0 GHz equivalent or higher processor
   - 1GB of system RAM
   - 256 MB DirectX 9 compatible video card
   - 500 Mb of free space on the MS FS hard drive
   - Microsoft® Windows® XP/Vista/7
   - Microsoft® Flight Simulator X SP2 or Flight Simulator X Acceleration.
   - Internet access (for installation/ re-installation)

It is possible that your installer is corrupt or incomplete (it does happen occasionally), so I suggest that you re-download the installer. To do this:
Check-in to Your Profile > Select product > Extended Download Service > Get New Links
Reinstall the Weapon for FSX from the newly downloaded file and see if this fixes it.

Mark