Thanks for all of the advise.
What happened was I installed it in the wrong place.
I simply let VKFX install in all of it's default locations.
Later found out that I was supposed to install the VST inside the Cakewalk vst folder.
For anyone having trouble loading the Overload VST, here is the answer from their tech support.
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The VST format allows users to specify the VST folder where the plugins are to be installed.
This setting must match between the host application and the VST plugin installers, or the host won’t be able to find the plugins.
Please run Sonar and look into the Preferences panel for the VST folder setting. Write down the path you have chosen for that folder.
Then, run the VKFX installer again and pay attention at when it prompts you to specify the VST folder to install the plugin in. You have to select the folder that you did write down.