I don't think it has anything to do with the Scenery Shortcut program. It's probably a problem with the SDK itself...
It is most definitely not a "problem with the SDK..."
If it were, it wouldn't be working for mostly everyone else... :P
It is most certainly a PEBKAC problem... :o

Gauge Programming - 3d Modeling Eaglesoft Development Group 

im able to place all the pretty scenery, but when i follow the instructions in the video for saving my scenery and making it permanent within FSX... i get nothing... the airport reverts back to its stock scenery.