[Murph]

It sounds like you have 4.09 installed alright- do you have the Fokker XXI in your plane list? If so, you're only having a problem with getting HSFX to install correctly. How did you download HSFX? The torrent is much less apt to get corrupted while downloading.
It really does sound as if you're not not setting the right install path for HSFX though. What do you see when you run the installer?