You load a IFR flightplan from the part of the FS2004 that called "Create a flight" It here you can choose aircraft, weather and things like that. you get to the flight plan by clicking on the button that says "Flight Planner" here you can make a create a flight plan and load a flight plan if you have made a flight plan before and want to use it again. Just press load, pick the flight plan from the list and press "OK" and "OK" again and you will be asked if you want to move the aircraft to the start location of the flight plan, if you do the press "yes" then you should be back at the "create a flight" part. When you press "fly now" your aircraft should be at your start location (if you said "yes" to moving it), and your IFR plan should be load, so you don't have to load it from the ATC window.
Hope this is of some help to you. It might be an idea if you check out the learning center in FS2004 there are also some help to get there