You needs followings:
GSHHS Data: Get gshhs_1.3.zip file from here.
BGL Compiler : You need BGL Compiler (BGLC.EXE) in FS2002 SDK
Not FS2004 SDK!
Expand all files in AutoCoast zip file and copy to some folder.
Next, place all GSHHS data and BGLC.EXE into the same folder.