Running Windows XPSP3 and with a CCP file for the MX-6000 it loads fine. When I select a button with a smart macro (e.g. satellite channel icon), the 'transmit' icon on the emulator screen comes on and stays on (i.e. stuck). That's where it hangs. I have had an instance where it would fail/crash on startup. From memory, this was after a previous hang. Corrected by saving the file again and restarting CCP. Have you tried a fresh install?

There are plenty of other problems that make life more difficult than it should be. Aliases (as pointed out by KVH) and their naming (how do you know which button is being aliased?), the 'move to front' does not move in front of persistent buttons (maybe some logic to this, but what about a persistent button on top of a persistent button?).
MSC-400 integration - does not import all the Smart Macro groups from a .msf file. All these have to be recreated. Fairly big oversight in my book.

I'm sure there are more, but so far that's what I've found (without looking too hard)