Hi,
after you have installed PFE did you rebuild it's database as per the instructions and restarted your PC.
After that, then create your FP using the FSX planner and then click on the FSX/FS9 flight plan converter,but don't forget you need to check the box of the plan you are using,not highlight it and either convert it or adjust it,even when loading a plan from the Select New Adv button,the box must be checked,not highlighted.....
After you have clicked on the PF2K icon,select your FP from the dropdown box in Proflight and compile.
Now you should be able to load your plan,adjust the altitude accordingly and fly!!
Hope this helps