The main cause to that would be if you haven't put the objects into their own groups. Example: DEFAULT FH TREES go into My Trees. DO NOT save the objects you downloaded into the default FH groups or they may not show in the map. You must save it into a completely different/new group to keep them in.
I put all the new objects I get and save them into a group called "Other Objects", you might want to do that also so that you can remove the objects that aren't showing in your map, and replace them with the ones you put into the new group you made.
I hope this helps, if I haven't explained this well, I can describe into more detail.