I've found on the C-130, you have to manually turn the COM radio's power on before it'll allow the ATC window's keys to tune the frequency or respond to the controller.  It threw me at first too. To get to the radio stack quickly while in the VC, I use Shift+2 to bring up the C-130 icons then click the radio (A) icon.  Once the radio is on, you may have to close the ATC window (`/~ key) and reopen it before using the numbers in the ATC menu will work.