Everytime I press F1, F2, F3 or F4 it brings up the Mac command (e.g. Screen Brightness). It doesn't switch the cockpit view.

This is for Mac OS X Snow Leopard, so it might not apply for you, but:
1) Press Fn + F1 (and so on), or

2) in Mac OS X's system settings, under 'keyboard', I can check the option 'Use all F1, F2, etc. keys as standard option keys'. This makes the function keys behave as expected, but you'll have to press Fn + F1, ... to get to the brightness functions and so on now.