Hi Aerodil.

1. Make sure you install Weapon for FSX using "Run as administrator" (Vista/Win7).
2. Use "Run as administrator" (Vista/Win7) on the weapon "Loader" as well.
3. If FSX is installed in the default location of C:\ program Files or C:\Program Files (x86) (Vista/Win7), you need to use "Run as administrator"  on fsx.exe as well.
If that doesn't work:

When you add weapon to 3rd Party addons, it can cause problems with either the planes instruments not showing/not working for a number of reasons when it "copies, pastes and then modifies" the panel.cfg. If that is the case, it is difficult to explain, or even know, exactly what is wrong. If you email me (click the Email button at the bottom of this reply) with a copy of the panel.cfg's from the panel.csweapon and panel folders of the aircraft you have added it to, and I'll see if I can either fix it, or see why it isn't working.

Further reading through this Forum, you will see some of the problems that can occur and the solutions to most of them. ;)

Hope this helps.