Don't worry if FSX crashes, try launch it again and, eventually reboot Windows.
Another issue might be that if, for any reasons, your FSX wasn't closed properly when you were installing the scenery, some files weren't updated.
Try to do the following:
- Go to the FSX root folder, and manually remove the following files: bglmanx.dll, and all the bglmanx*.dat files (there should be 3 of them, remove all)
- Reinstall any scenery, and try again, as usual, allowing the module to run, even if it crashes and, eventually, reboot Windows before trying again.