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Hi Andy:
I still haven't loaded FS2K2 yet, but I'd imagine if it can be done you'll find the command under the command assignments dialogues. Check in there.
I don't know if this will help, but the increase and decrease increment keys ( - = ) used to be factorable by pressing the shift key at the same time. Don't know if that'll work in FS2K2, but it's worth a try.
BTW, did you manage to find the VPC Membership signup area of the Pilot Shop? Better hurry, the "early bird" sale ends tomorrow. 
Ben

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I didn't see anywhere to change the Khz steps in any of the options in FS2002. If you happen to use a wheel mouse, you can use the wheel to tune the radios, OBS, altimiter. It works great for large and small movements.
-Randy