The message it's just an FSX bug, the problem has obviously nothing wrong, but it's a generic message that appears every time the simulator cannot load a module, usually because of wrong settings and/or missing/corrupted system libraries in your system.
The first thing to try is to reinstall GSX, since our installer automatically clears up a flag in the registry that removes that message for the next session.
If that doesn't fix it, be sure you haven't set any Compatibility flags in FSX, like XP or Vista under Windows 8/10, etc
If that doesn't fix it, the problem is most likely Simconnect not correct installed. In order to run Simconnect, it's not enough to install Simconnect itself (our installer will do that automatically), but you also need the Visual C++ 2005 SP1 libraries correctly installed, which are required by Simconnect itself.
This thread indicates all the known possible issues and solutions:
http://www.fsdreamteam.com/forum/index.php/topic,7545.msg62899.html#msg62899Look especially for #2 and #3