First important thing is the type of connection you are trying to make.
I have a USB interface cable and have set it up as a joystick.
(Before this I had a serial cable but that did not work with Windows XP)
So select the joystick and continue to the channel setup.
Now you can select the channels for the functions, you can test this by moving the sticks.
After that you need to calibrate the channels by moving the sticks to their limits.
If you then close the dialoguebox you should be able to fly.
Let me know if you need more help.

René