I think I understand the problem: you haven't accepted the default suggest location for the FSDT installer and, instead, you assumed it was asking for the FSX folder, so you end up installing the modules into the FSX root folder itself, and I guess this might be a problem under Steam, which might conflict with the Steam protection.
Uninstall everything, and reinstall into a different folder, everything should work, but NOT the FSX:SE root folder.