I've tried using the USB connector that came with the Sidewinder to my old gameport CH PRO pedals but it won't work, even when connected through another stick.
Best way (only way?) is to go and buy an analog stick, porbaly cost $10 or less. Connect the stick to the pedals and the pedals to the computer then install the stick in the controll panel and mark "as rudder" or something like that.
Should work.