Are you using "install" on th fpk and it not working, or just copying it over and it not working.
If the latter, try installing it, or using one of the various toold to extract .fpk files. If you're already doing that, then make sure you have all the basic directories (GPMM, GPSYS, MP3, GPETC, and GAME) created on your SMC, since PC-Link is unable to handle the cretion of those - possibly because its assuming they already exist. Also, if you're only copying the .fxe, iirc there are a load of data files too, so the lack of those could be what's causing it to crash.
Other than that, I'm stumped...