FC 2.0 I believe you just need to have at least the original Lockon installed on your pc. This is also stated in the press release: "The Lock On: Flaming Cliffs 2 upgrade for owners of Lock On and Lock On: Flaming Cliffs is available for sale as a download from the Eagle Dynamics Lock On web site for $29.99 USD.". So, you need to by the original Lockon game at least. You can get them at the bottom of this page.
Have you installed the BS Patch 1.1? Checked your firewall?
If you get it running ok, I can help you get started if you want. Hovering, Locking on, Firing weapons is a little frustrating without help.