I built a new pc, but after loading FSX, the frame rates are terrible. Sometimes I can get them to 20 FPS, but if there's any scenery, weather, anything moving, the rates drop drastically down to 10 or less FPS. What are my options? I've an AMD Athlon 64 x2 6000+, 2G ram, GE Force 8600 GT. This is supposed to be a 'screaming machine' according to a friend of mine, but FSX's performance has been terrible. Something in the BIOS settings?
The 8600 is a low-end card and you have only 2 Gb of RAM, so no, this is really not a screaming machine, more average in fact

Your problem comes most likely from the settings of the game. You have to know that the settings in the game are very inaccurate, I mean that you can adjust them as much as you want, you won't find a good balance that will use your hardware as it should.
That's why there are some tweaks, adjustments that you can do directly in the file FSX.cfg, where you can set some parameters much more precisely depending on your hardware, and even parameter which are not available through the game settings screens.
First of all make sure you install the free SP1 and SP2 patches. You can get them directly on the microsoft website I believe. Next, read the sticky topics from NickN, they contain precious informations about what you should do, and what you should NOT do to increase your performance. You will have to read carefully.