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Check your fs2002\aircraft folder for the following three files:
airlines.cfg
default.CDP
default.db
If missing, retrieve from your CDs. This has been a common problem and seems to be associated with loading third party aircraft using a loader program. Make a separate copy of these files in a safe folder for your use at a later time.
This and many other tips can be found at
http://flightsimvets.edirectamerica.com/main_menu.htm or by clicking on the tips icon at the top or bottom of this page.