Dear Flavio!
Thank you very much for your response!

While waiting for the reply I was still trying to fix this notorious sound problem myself. And finally I managed to get my sounds!!! :)

I will now describe how I did this. Probably, I did something extra or superfluous which was not really necessary but anyhow...

I downloaded two .dll files from here: http://www.addictivetips.com/windows-tips/fix-msvcp71-dll-and-msvcr71-dll-missing-error-in-windows-7/

For Win 7 64-bit users the description in the link sugests to place both dlls into Windows/SysWOW64 directory. I placed them not only into SysWOW64 folder but also to /System32. And, of course, to FSX root folder either.

Then I loaded the "Cleared for takeoff (KSEA)" flight and my sounds appeared!!! Even without a need to press Alt+A+Enter+Enter combination.

I hope my experience also contributes to the solution.