Hi Alex.

This is how I do it:
I press Z (default keyboard short) to activate the A/P just as I raise the gear.
I use the Trim Wheels on the 2D A/P to set the pitch for a 250 knot climb to 10,000 feet.
After reaching 10,000 feet, I trim the nose down to continue a climb at about 300-310 knots.
After that, I just continually make adjustments in Airspeed and VS for the climb to Cruise Altitude.

Edit: On the A/P I make sure that the Altitude Hold/Elevator Disconnect Switch is in the center position so that when I press Z to turn on the A/P, the Pitch Trim Wheels are in control of the elevators, this means that the Autopilot will hold you current pitch attitude. If it is in the down position (ELEV DISCT) YOU are in complete control of the elevators. The Autopilot cannot be used to change the pitch nor hold altitude. I only switch it to the disconnect position during descents.

Mark