Are you using FS04 or FSX? If FSX, is the download you made the correct one?
If extracting directly into the FS directory doesnt work, extract to a different folder and move each folder (aircraft, gauges, sounds, whatever) manually into the fs directory.
I dont remember having any probs with the beech which I used till I reached class 3 to be honest.
And I dont know what the position is on using other models and sending pireps with them, but then again, as I said, the EHM beech never gave me any problems