First, you don't say if you restarted FSX or Couatl, which is required after the first activation.
If yes, check the Addon Manager if GSX is active. If it is, then IT IS active, no question about it, and the issue is likely a problem with your FSX configuration, such as running it in "Compatibility" mode, which is not how FSX defaults to, and shouldn't run under that mode, because it cause both compatibility issues and performance issues.