It has always seemed to me that the aircraft in FS2002 do not turn when I press the buttons, but others here at SimV say that to turn the aircraft, you have to hold the 1 or 2 button for a full length of the aircraft.  Try that.  If all else fails, search here or on another site for "Pushback Gauge".  You can add it to any panel, and it automatically performs a pushback for you, using timed controls.  There is also a taxispeed gauge that is a part of the pushback controls.  It sets your taxispeed so you don't have to mess with the throttle while taxiing.  Sort of like cruise control.

like the others said yes its under F1 and F2.
you need to press them instantly after you press shift+P
and it will take the length of the aircraft to turn, thus the bigger the plane the longer the wait, dont hold onto 1 or 2 a simple press should work, and dont push anything else on the keyboard while you wait
hope helps some