Each aircraft has its own sound file. Not all aircraft have there own sounds. Check out the sound files of the aircraft in question to make sure there is sound files in them & that there is a sound cfg file that uses them.
The default cessna has its own sound files if if sounds like a B737 the only ways i can think of for that to happen is either the sound cfg file is not correct it has a line in it that reads alias=B737-300 or is complety missing. You should see several sound files in the default cessna & the sound cfg file should use those files.
Make sure you have not moved the aircraft sound files to the sound folder in FS2002
If you can not figure out what has happened then you have no choice but to uninstall & reinstall FS2002.
I am guessing that somehow you have inadvertly done something with the sound files.
But this is the only way I can think of for what you describe to happen. 8)