This is the order to install:
Install DSM and link to SQL
Import software (DSVA / filter driver - import them as zip files)
Deploy filter driver to ESXI (requires maintenence mode)
Deploy virtual appliance and activate - if you have problems check the network settings and the time / timezone on the DSVA console (dsva/dsva to log on)
install VMCI drivers to the VM (has to be a custom vmware tools install)
activate vm
apply policy
test
done.
Use the version 9.0 documentation - it's a lot better.