Don't use FSUIPC 3.x with FS2002.  Get 2.974 (dated March 14, 2003) and put it in your FS2002/modules folder.  Delete FSUIPC.ini and it will be re-created the next time you run the sim.  If you can't find a copy anywhere let me know and I'll email you one.

The radio stack should look like the screenshot (takes up the entire right 1/3 of the panel) and is the 4 gauges named FP*.gau.  If you have these 4 gauges in your FS2002/Gauges folder there is no reason why they shouldn't work unless there was a download error.  I can email these to you, too, and my versions include a fix for the autopilot (doesn't register negative altitude).

When you unzipped the download you should have ended up with a folder called "Gauges", containing a few gauges and a few folders.  Copy the entire "gauges" folder, including the subfolders, into FS2002/gauges and it should work fine.

PS - Make sure you followed the instructions about putting fssound.dll in your modules folder and modifying fs2002.cfg accordingly.