MS do not support the old gameport version of their Force Feedback wheel. This is egregious.
This is how to get your old wheel to work with XP.
d/l the MS Wheel 2 software from:
http://www.input-drivers.com/drivers/76/76441.htm
Now this is intended for the latest wheel with USB. Install it, but then when it fails to connect to USB (cos ure wheel is gameport) then kill the process.
Go into control panel and add game controller, pick MS Sidewinder (Autodetect). Your old wheel will work and provide resistive force feedback but some games don't give you impact/vibration feedback etc.
You can at least steer which is something.