I'd recommend that you get a cable that connects through your computer's joystick port. These aren't software-specific - they will work with *any* sim that supports a joystick under most versions of Windows.

They are cheap, too.

I got two of them from http://www.simblaster.com . Fourty-five bucks, shipped. One for me, one for a friend of mine (to replace his broken Reallflight box)

They also includes a copy of the FMS sim on CD with a bunch of extra planes - a nice touch.