Tried that, same issue I'm afraid.
I'm sorry, but it's not possible that, after doing that, the installer would still ask you to Browse the sim. That indicates the registry keys is missing, which can only happen if you haven't followed the previous procedure.
In addition to it, try to remove ALL the FSX registry keys (both the FSX:SE and the FSX ones), the reinstall FSX:SE (only) and LAUNCH IT AT LEAST ONCE. You are supposed to see a message from Steam saying it's configuring the sim.
Only then, the registry is correctly set to install any addons in the proper way.
Of course, I assume you are using the CURRENT version of the GSX installer, which supports FSX:SE. If you are using an old installer, one that it was made before FSX:SE was released, it will never work with it.