I found out that this software works only for the USB version, not the gameport version, of the MS Steering Wheel.
http://www.xp-drivers.com/drivers/79/79453.htm
Too bad. I tried. Can you sell it on eBay and get a USB version?
Hey, I have a gameport version of the MS Sidewinder Pro FF Joystick that has FF in XP. But maybe that uses different drivers.