The installation order doesn't matter at all, provided of course you are using all the current version of the installers.
The error on FSX start it's a known FSX bug (I sometime get it, for example, with the LevelD DLL), that a newly trusted module doesn't run the first time it's launched. To fix this, just allow the module to run, exit from FSX, and launch it again. If you see the error again, reboot Windows and try it again.