This is for those who have Windows 7 and are experiencing a little trouble using FPSC X9.
Just installed Windows 7 and tried running FPSC X9 using my FallOut test (the one on YouTube) for testing. There were a couple of odd things:
1/. There was no lighting in my level when I've clearly put light markers, the ambient light was working fine but not the light markers so there was just ambient light.
2/. Bizarrely I couldn't delete any entities from the map! I'd left click to pick them up then right click to delete them and they would be gone, but when I saved the map the entities appeared right back on again! Even when testing the map, any deleted entities would be right back again.
Lucky Lee had the answer, turn off the UAC and reset your machine and everything worked as it should.