That suggested location for DLL.XML is not always correct, because it depends on UAC settings.
The only reliable way to always find the right folder, is to press the Start button, and type in the white space the following:
%APPDATA%\Microsoft\FSX
Then press Enter. This will always open the correct folder, regardless which OS you have and UAC settings.
You should find a DLL.XML file here. Our installer will automatically create one, if none exists. We had a known problem with FsCopilot.dll, that should be fixed in the latest 1.3 version of the scenery. Previously, if you had Addon Manager section *after* FSCopilot, Addon Manager didn't work. The current installer will automatically always put Addon Manager before, fixing the issue.
Try to downlodad the latest installer if you don't already have 1.3.
If you still have problems, you can try posting your DLL.XML file.