Claude,
The only way to create a new call sign and hear the sound is to run EditVoicePack, a freeware program. You can read about it and download it at
http://bevelstone.xs4all.nl/FlightSimul ... Voicepack/It may also be available here or at other locations.
The software allows you to create new sounds from those that already exist in FS2002. The new sounds will be added to usenglishbig.gvp, a file that resides in the FS2002\Sound folder. Also, you must d/load and install .net from Microsoft. The website will describe all of this.
Please note that the author of EditVoicePack has been having trouble with his server and may not be back up and running at the moment.
Good luck. Let us know how it works.
Regards,
JerryH