When I first used installed the plug-in I got the following error message when I try to click on a tag:
Warning: include(../../../wp-config.php) [function.include]: failed to open stream: No such file or directory in /home/***/public_html/blog/wp-content/plugins/wp-existing-tags/wp-extags.php on line 35
In the Installation instructions it talks about change file paths, but these didn't apply to me (I tried but it didn't make any difference), then I realised the problem was with the permission. By changing the permission on the wp-existing-tags directory from the default 755 to 744 it worked perfectly.
Maybe you should mention this in the Installation instructions.