LOL @ this thread.
Like Flengo said, if you can't scan for anything, either you're attached to wrong process, or CE is still being detected. Just because the game doesn't close doesn't mean the CA client-side security isn't detecting cheat engine. Now, idk why CE isn't finding any results on the search, but I would guess that something is misconfigured in your cheat engine. That said, it could really be a multitude of things (e.g., detection by CA, CA's protection, misconfigured CE, etc.); however, if Flengo is right - and he usually is - that you need to stop it in the loading process, then simply build and inject a little DLL that waits for the game to be partially loaded and then pauses it from being loaded any further.
I haven't worked with CA in a long time, but if my memory serves me correctly, you should wait for the following 3 things to be loaded:
Once those are loaded, just pause the game from going any further so you can view the memory.