You can use the SIM/VCRM and VCA all on the same server this should be no problem. I've also got that combination of packages on the SIM server and i works just fine. Could you post a screenshot of your settings and error you get ?
What version of VCRM ,VCA and SMH do you use ? This could be the problem if the VCA is older it can't connect to the SMH to in it's place connect to the VCRM. The SMH could be higher that the VCA then you can run into problems.
A combination that works is:
VCA : 7.3.4
SMH: 7.4.0
VCRM:7.4.1
There are more combinations that work but at least keep the VCA on the same or higher version than SMH.