ANY Combat Flight Sim aircraft will transfer over to FS2k4 or 2k2, but as to FS to CFS: the aircraft in question, unless specified, will probably NOT have a DP (Damage Profile) along with it. This means that the aircraft will not register damage when hit by fire in CFS.
For instance: a downloaded 747-400 for FS2k4 will not be damagable in CFS, and an F-14 designed for FS2k4 or 2k2 will not register damage OR show a weapon's loadout in CFS.
Since I do not own a CFS program, I am not entirely sure about this, but it comes from info gathered over a period of nearly a year. In other words: I could be wrong, but I doubt it . . .
