While you've probably already done it by now, I'd say that's the way to go when installing FS and the add-ons.
Install the Add on, then restart (As per Nick N) then add on, then restart etc - it is time consuming, but worth the benefits and peace of mind.
Personally, I always install the latest FSUIPC first - as it seems that more-or-less every other add on nowadays requires it.
From there, I do the scenery and then on to the aircraft and last but not least, the weather.
I don't think there is a 'correct' way of installing the add ons - just whatever you prefer installing first. - Even if