According to Microsoft, if you are using an Athlon and the MS Sidewinder 3D
Pro and get the 'Not Connected' message, a solution that seems to work is to
install the Sidewinder 3D Pro as a CH Flightstick Pro.  

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Related Information - courtesy of Microsoft's Knowledge Base

Q216404

The information in this article applies to: 
  Microsoft SideWinder 3D Pro, version 1.0
  Microsoft SideWinder Force Feedback Pro, version 1.0
  Microsoft SideWinder game pad, version 1.0
  Microsoft SideWinder Precision Pro
  Microsoft SideWinder Game Device software versions 1.5, 2.0 

SYMPTOMS 
When you attempt to calibrate a Microsoft SideWinder game controller
in the Game Controllers tool in Control Panel, your computer may not detect
the game controller. 
In addition, when you attempt to add a SideWinder game controller in the Game
Controllers tool, the controller may not appear in the list of available game
controllers. 

CAUSE
This behavior can occur if either of the following conditions are true: 
You removed the Microsoft SideWinder Game Device software after you installed
Microsoft Windows 98.
You installed and then removed the SideWinder Game Device software after you
installed Windows 98. 

RESOLUTION
To resolve this issue, reinstall Windows 98

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