I am back. Fresh install of x plane and sky maxx and nothing more. Ok.
But I discovered that the problem is when you have a two monitors setup. You have to run sky maxx and x plane together on the main monitor. If as I did you move x plane to monitor two (which is bigger) and try to install a set you will not be able to select and then apply. So stay on main monitor, make your selections with sky maxx, restart x plane and then move x plane to monitor two because of the bigger screen. Kind of a work around!
Does this make any sense to you?
Henrik