Actually, Cockpit Master supports FMS PIC interface in Backyard Edition XL (or something like this), as far as I know. But that interfaces uses a serial port. So, your CockpitMaster is most likely not an FMS PIC interface...
IMHO, CockpitMaster is a pretty crappy software. R/C Plane Master from
http://www.realitycraft.com/
looks way better. You can download their 7-day demo (full featured sim with only 1 plane and 1 field enabled) and give it a try. It works fine with any TX-to-GamePort interfaces (I tried with the one from
www.milehighwings.com).