I have just installed this and am trying to get it to work. I have started FSX, started PFE but the connect to FS button is greyed out. I guess I have to import a flight plan but i dont see an option for that.

The documentation that came with PFE is good enough that you should get up and running by following the instructions. If you need help, the forums are there to assist.

http://www.ocs-support.co.uk/forums/viewforum.php?f=4&sid=6cec63c349fbfc6958ed4c0ffdf6f773

Try the tutorial at the end of the document and it will get you familiar with the gist of what you need to do to start a flight. It takes me approx. 3 minutes to set it up for a flight.