It's easy to set Flight Simulator 2004 so that it always starts where you left off last time you exited.

The first thing you have to do is locate the file Previous Flight.FLT. This will normally be located in the Flight Simulator Files folder, which is a subfolder of My Documents.

Next, right click on the file, choose Send To, then Desktop.

This creates a shortcut to your previously saved flight. You can now rename it whatever you wish. The icon will be the same as the default Flight Simulator 2004 icon. If you already have an icon for the program, you may wish to delete it so you won't get confused between the two.

Note that this will only work with Flight Simulator 2004, as previous versions of the program didn't register the FLT files with Windows.