I followed all of the instructions, Meaning I did this:
Load EAM.
Load Game.
Export Stats.
Load ECE.
Customize Classes.
Save Classes.
Import Stats.
I went in game, and its still the same!
Do I need to restart MW2.. or?
Yes, EAM and ECE are in the same directory.
EDIT:
Apparently, it just wouldn't work for my Custom Class 1.
Also, its as if sometimes it imports and sometimes it doesn't.. (odd)