Are you running Windows Vista? Do you have UAC disabled? If not, try disabling it (
Tutorial: Disabling UAC) as that can help quite a bit.
Have you taken a look at the
Full Tilt Configuration Guide? It will walk you through what you need to do: you need to make sure that Full Tilt is set to save hands, and that the Full Tilt Configuration tab in PT3 has the Hand History directory pointing to wherever Full Tilt saves the hands (which by default is something like C:\Program Files\Full Tilt Poker\Hand History\).