I installed and activated SG Security plugin. Then I activated/deactivated/reinstalled few times URE Pro without any trouble and fatal error generated by SGC plugin.
The only way when I got a similar issue, when I tried to activate URE Pro having active free version of URE at the same time. Deactivate free version of URE before install/activate URE Pro. Read this article for more information.
Conclusion, URE Pro can work with SGC plugin together without trouble. In the case described above URE shows admin notice via ‘admin_notices’ WP built-in action. But active SGC generates fatal error. The reason is a questions to SGC developers.
Workaround – deactivate all URE versions (via WordPress or temporally rename URE plugin folder and open “Plugins” page), then activate URE Pro.