You must have uninstalled FSX in the wrong way ( manual removal, for example ), because when FSX is uninstalled, its registry keys should be removed as well.
Reinstalling GSX won't make any difference, because the problem is not GSX, is your FSX registry keys still there so, GSX is trusting the registry, checking there's no FSX there, and informing you of the problem, so you will know you have a problem to fix.
If the FSX uninstall didn't go well, you will have to remove the orphaned FSX keys from the registry, which can be in either of these locations:
HKEY_CURRENT_USER\Software\Microsoft\Microsoft Games\Flight Simulator
HKEY_LOCAL_MACHINE\Software\Microsoft\Microsoft Games\Flight Simulator
HKEY_LOCAL_MACHINE\SOFTWARE\WOW6432Node\Microsoft\Microsoft Games