Because they aren't registered properly with Windows until you run a special Yamaha DSP application. Cakewalk Pro Audio 8.0x users can find the DSP updater on
their Cakewalk 8 install CDs in a folder named DSPFactory. Run the SETUP.EXE file found in the DSPFactory folder to register your DSP Effects.

Cakewalk Pro Audio 9.0 is ready to work with the DSP Factory right out of the box, no additional file installation is needed.