Paradox instructions are I believe slightly flawed, he says:-
All your downloaded files MUST be in the same directory,
i.e. C:\Garmin\POI or in sub directories under POI.
When you use the POI Loader, it loads everything into a single file called POI.GPI
From my experience (limited as yet) it only works properly if you have all your POI's in the one folder (directory) NOT in separate sub-folders.
My suggestion is to move all your POI's together, all in the same folder and then run POI Loader and fist wipe all your existing POI from your Nuvi, then re-run the loader and reinstall all POI together.