If you looked in your aircraft folder for FS2000 and the plane IS there, then it could be something else. It's possible that the plane you downloaded does not have FS2000 sounds. What you can do, is go into that planes sound folder.
START | PROGRAMS | WINDOWS EXPLORER. Click on the + box next to your drive where FS2000 is installed, typically your C drive. Go to PROGRAM FILES | MICROSOFT GAMES | FS2000. Scroll the folders below and click on the + box for AIRCRAFT. Find the aircraft you downloaded and 2xclick on it. It will open a list of files for that plane on the right. Go to the Sound folder and 2x click on it. You should now see a folder called sound.cfg. 2x click on this.
You will probably see something like this:
I doubt your plane is using a bf109e sound because that is from Combat Flight Simulator. But you may want to change that sound file name to a plane that is is FS2000. Try this:
alias=c182\sound and then close. You'll be asked to save, say yes. Next try going into your FS2000 and see if the plane is there.