Dear 1821,
If you want to replace the aircraft in the lessons with another one all you need to do is go into your main FS2004 folder, open the Lessons folder and in that you'll see other folders for the different 'licence' types - "comm" for commercial pilot, "instr" for the instrument rating...
Open the folder for the lessons you want to practice and you'll see lots of icons, you should find that there will be three with the same name for each lesson and checkride, and of these one will be a weather file marked .wx at the end, one will be .abl (the adventure language that lets Mr Machado talk to you...) and the other should have a plane icon and is the one you want - the .flt file.
Open this file up with Notepad or some other text editor (right click over the icon and select 'Open with' then scroll down to Notepad). Once it's open scroll about halfway down the file and you should see a section marked [Plane.0]
In this section is the name of the aircraft that the lesson will use ie Aircraft=Beech Baron 58.
All you need to do is change this to the name of the plane you want to fly instead, which you will find in the relevant aircraft configuration file (aircraft.cfg) in the folder of the plane you want to fly. Look in the 'title' line:
eg [fltsim.0]
title=Beech Baron 58
Copy the title and paste it into the section of the .FLT file and save it, then next time you try that lesson your chosen aircraft will be there...
One word of caution, many of the lessons are set up around the power settings and speeds of a particular aircraft so if you change it to a different type, you probably won't be able to complete the lesson !! It is useful for changing to a different livery though...
Hope this helps,
Dom