Hello Maarten,
I hope you also opened a support ticket for this issue and that it was resolved for you.
In case others come across this post, let me quicly explain the reasons and the solution.
Starting with version 4.6.2 of DNN, the authentication interface changed, and some enumerations that were defined locally, were moved to a different assembly.
Given teh fact that O-SE utilizes some of those enumerations to implement impersonation, it was necessary to create two separate version of the module: one to accomodate versions prior to 4.6 and teh other from 4.6.2 on.
As a result, when downloading from SnowCovered, you have the option to download two separate packages:
XepientSolutions.XSSearchEngine.v2.0.DNN4.6.x.AndUp.PA.zip
XepientSolutions.XSSearchEngine.v2.0.PA.zip
For versions greater than DNN 4.6, use the first PA listed above.
You can also download a quick patch from our site:
http://www.opendnn.com/Resources/Downloads/tabid/95/Default.aspx
selecting the O-SE.v2.0.DNN4.6.x.AndUp.UpgradePlusSP1.zip download.
I hope this helps.