pfiquet,Check all your settings again, specially "Fsx2NMEA settings", & "HW Virtual Serial Port HW-VSP3." The settings must match.
The port number must be the same, I use "8192" as suggested by Colin.
In fact, use his exact settings if possible, makes life easier.
Here is a screen picture, I am connecting thru port 23 com3
My setup also tried to use port 23 & had to be changed to 8192.
Regards,
Max.