Function keys in FSX are predefined for things like throttle, flaps etc (you can see & change the assignments in the Controls/Keyboard control panel). HOWEVER, a lot of modern keyboards make the F-keys do all kinds of weird stuff, like moving web pages, video/song playback, volume, screen brightness etc, and not what you generally expect the f-keys to do.
Fortunately there should be an "FN" button somewhere on your keyboard. This will toggle the function keys between doing their proper job and the weird manufacturer-specific jobs.