Head down to "multiplayer" for a lot of info on this subject.
I found getting multiplayer setup on 2004 was a snap..... particularly compared to my experiences on fs2002.
Download FSHostspy. That lets you find the flight servers that use that system. Download Teamspeak.
Follow the simple directions for both FS2004 and Teamspeak. It really isn't that complicated. I', on XP and behind a firewall and had NO problems.
I do have to say that on my 56 K dialup connection.... I was plagued by interruprions and loss of connection. With DSL now... it works amazingly well.
Then go to one of the "free flight" servers and test things out. Get the feel for how it works online. Once you have a handle on the basics of flying around real people .... then try a channel with real live ATC.
BTW... forget "The Zone".

best,
......................john

Intel i7 960 quad 3.2G LGA 1366, Asus P6X58D Premium, 750W Corsair, 6 gig 1600 DDR3, Spinpoint 1TB 720