The controller will need to be calibrated from the Windows control panel first. Once that is done, you will then have to calibrate and map the controller in FMS as well. The plane is moving by itself most likely because the left stick isn't mapped to the throttle.

Airplane assignments should be 1 = aileron, 2 = elevator, 3 = throttle, 4 = rudder. Follow the calibration instructions carefully in FMS. It will first ask you to move both sticks around fully on all axis, then click next. It will then tell you to center both sticks and then click next again. If you don't center the throttle stick before clicking next a second time, your throttle will be programmed squirrelly or not work at all.

Good luck, and keep firing off questions.