Scotch,
No worries

. I know what you are going through. The same happend to me and quite a lot of other people. Some even give up. But believe me, once you understand it it is all really pretty easy and you'll be flying online within 5 minutes. The first tries took me hours..... Just a routine you'll have to master. So yes, I'll be patient. No problem at all.
Well, assuming you want to fly with Vatsim (as J3 pointed out, there are easier ways to do multiplayer but they are nowhere near as realistic. Vatsim is a serious but really nice, friendly and addictive environment which simulates real life flying extremely well) I'll try to talk you through the steps.
First: register with Vatsim. You'll need a Vatsim ID and password to log onto their servers. So go to the Vatsim site and apply. You'll have to read quite a lot for this as they have a couple of rules etc which you must understand and agree with.
Next. Go to the pilots downloads section and download the Squawkbox tutorial. It will explain exactly what software you need. This would be Squawkbox, SBRelay if you have FS2004, AVC, SBHost. I'd recommend ServInfo too.
Set it all up as described. You'll have to enter your Vatsim ID and password in Squawkbox and AVC.
Now you're ready to connect.
For this go to the Vatsim homepage and scroll down the middle part of the page until you see the Multiplayer Tutorial for FS2004 [Using SBHost]. Follow all the steps and you will be fine.
Please go through all these steps. If there is a problem you want help with please describe exactly what you did before the problem occured.
I'll be more then happy to help you as much as I can.
Good luck
AJ