It's possible that you do. If you have Acceleration, then install like this:
SDK on the FSX Deluxe DVD 1 (not sure if it's the same for FSX Gold) then SDK SP1a (either download or Acceleration DVD) then SDK SP2 (download) OR SDK SP2 Acceleration (Acceleration DVD).
Make sure the SDK matches you version of FSX. I have FSX + Acceleration, so my SDK is SDK SP2 Acceleration. There IS a difference between the SDK SP2 version and SDK SP2 Acceleration version.
As far as I know, you can't download the SDK SP2 Acceleration. It only comes on the disc. BUT. Since the release of FSX Gold, that could have changed. I have the Acceleration DVD so I don't need to download it. My FSX and Acceleration DVDs are backed up too. Just in case.

Mark