Microsoft's Flight Simulator has used the same basic files for creating aircraft for many years, so your old FS2004 aircraft will work in the newer FSX version of the game. To convert an FS2004 aircraft for use in FSX, you'll have to change the destination folders to account for a slightly different directory structure employed by FSX compared with its predecessors.
Open Windows Explorer, and browse to the aircraft archive file, typically ending in ".zip" or ".rar." Extract this file; you should see a subfolder with the name of the aircraft and, depending on the complexity of the aeroplane, also folders called "effects" or "gauges."
Start a second Windows Explorer window, and navigate to your FSX installation directory. By default, Microsoft installs FSX to "C:\Program Files\Microsoft Games\Microsoft Flight Simulator X." Double-click on the folder "SimObjects" to open it, and then open the "Airplanes" folder located within it.
Drag the folder containing the name of the aircraft from the first Windows Explorer window to the second, so that the folder is moved into the "Airplanes" directory. If the archive contained an "effects" or "gauges" folder, move the contents (but not the folder) into the "Effects" or "Gauges" directories located in the root folder of the Flight Simulator X installation.
Open Windows Explorer and navigate to your FS2004 installation directory, which by default is located in "C:\Program Files\Microsoft Games\Flight Simulator 9." Open the "Aircraft" subdirectory, and locate the folder with the name of the aircraft you want to install in FSX. Right-click on the folder, and then click "Copy."
Browse to your FSX installation directory, which by default is located in "C:\Program Files\Microsoft Games\Microsoft Flight Simulator X." Double-click on the "SimObjects" folder, and then double-click on the "Airplanes" folder. Press "Ctrl" and "V" at the same time to copy the FS2004 aircraft into FSX.
Start FSX from the Games Explorer, and select the newly installed aircraft from the "Change" menu. Click "Fly Now!" to test the aircraft out, and check to make sure that the instrument panel works properly.
If the aircraft's panel doesn't load properly, you can correct this by setting up an "alias" to an existing panel. Open the "panel.cfg" located in the "panel" subdirectory of the aircraft's folder (located in the "SimObjects/Airplanes" directory of FSX) and replace the entire contents of that file with "[fltsim] alias=Lear45\panel" to use the Learjet's panel.