See:
HOWTO: Troubleshooting Visual Studio and Office add-ins
http://www.mztools.com/resources_vsnet_addins.aspxINFO: Default .AddIn file locations for Visual Studio add-ins
(same link)
HOWTO: Create a setup for a Visual Studio 2005 / 2008 add-in using Inno Setup
(same link)
If your add-in is recognized by the Add-In Manager, following the first article you should determine if the problem happens due to a registration problem, or due to actual code inside your Connect class. Start by removing most code of your Connect class (commenting it) and putting just MessageBoxes. If a minimal add-in with almost no code still fails to load, then chances are that there is a registration problem. A file / registry monitor tool should allow you to trace what is happening when VS tries to load the add-in.
Post again when you find the answer to help others.
MZ-Tools: Productivity add-ins for Visual Studio: http://www.mztools.com