The problem you're having occurs when the downloaded plane is not using one of flight simulator's default panels or sounds.
Sometimes the airplanes you download might be configured to read the panel and sound files from a particular folder in the creator's computer. If these folders are not present in your computer, then flight simulator does not load the plane.
For the airplanes that are not loading, open the panel.cfg and sound.cfg files and check what they say.
If you're dealing with jets, it should contain something like this
[alias]=lear45\panel or [alias]=b737_400\panel
and [alias]=lear45\sound or [alias]=b737_400\panel
This instructs flight simulator to use the default learjet or 737 panels and sounds. Just go back to the planes that are not showing and check their panel.cfg and sound.cfg files, and modify them if they do not contain the lines as the ones above. If you're dealing with a propeller plane, you'll need to use the default cessna 182 panel instead of the jets.