Run the Force Feedback Trouble shooter which can be found in the following directory
Program files\microsofty hardware\Game Controller and run the swfftrbl.hlp file.
Also look in the SW central soundcard compatability read me
Incompatible Sound Cards
The following sound cards are known to be incompatible with
the SideWinder Force Feedback Pro, and as a result, will not
allow the joystick to operated in the force feedback mode.
- ATI Stereo F/X
- Mozart 16
- NEC PC98 CX3 and its integrated sound system
- Roland Rap 10
or
http://www.microsoft.com/sidewinder/
I'd guess the problem is your soundcard and/or drivers get the latest drivers,
sorry if I'm teaching you to suck eggs.