I was having the issue of having SKSE not work (sometimes), even though I thought I had done everything right to install it. It was working about fifty percent of the time and I couldn't figure out what the difference was. Turns out that I had missed a line in the readme (I think it was the readme) that said something like: STEAM MUST BE ACTIVE THE ENTIRE TIME. So now, if I connect to Steam before I click on the shortcut that starts up SKSE and my modded Skyrim, everything works just fine (or at least SKSE does). What was happening before, I guess, was that I was just clicking on the shortcut, which would then start up the game, which activates Steam, and I thought this was good enough. This is the wrong order of actions. Start up Steam, THEN click on your SKSE shortcut. I've done this maybe twenty times now and SKSE hasn't failed me once since I started doing it. So when they say THE ENTIRE TIME they mean THE ENTIRE TIME. I hope this helps somebody.