First off make sure to run both Perx & Combat Arms as admin.
Make sure Perx is set up like this
Make sure all the files are in the same folder on your DESKTOP (this includes Perx)
If your still getting disconnected,
1. Rename TNT Hack.dll To something else, like Skype
2. Rename the folder that you have the D3D9.dll, TNT Hack.dll, & Perx to something that hackshield won't pick up (Make sure it doesn't include the words "Combat Arms" or "Hack")
Hope this helped