Tim,
when you created your flight plans with your flight planner, provided you set it up correctly they goto your Flight Simulator Files folder.....FS9 or FSX,in FS Build you have to set it up in the options(path etc)
When you installed PFE,somewhere in the installation process (towards the very end) you would have been asked for the "source folder"basically where your FP's reside,so you should have pointed to your FS flightplans folder...C:\Documents\Flight Simulator X Files assuming thats where they are...
Then you would have been asked to locate the "Pilots folder" which is in PF2000,again this should have been done on initial setup.....PFE should have asked you for this information, hope this helps