NOTE: I have never used an analog Throttle setup with the stick and rudder pedals, so I cant help you there. I know people have had trouble getting them setup correctly, although they do work. I have no idea how to set that up. You may want to disconnect the throttle for now until someone more knowledgeable can help with that part, and just use the wheel throttle on the stick.
First thing you have to do (if you havent done it yet), is go to the CH website and download the XP drivers. CH isnt listed by default in the Windows XP joystick list. Once you have downloaded and installed the "Legacy devices" drivers, select the appropriate stick from the drop down menu in the Control Panel -> Game Controllers -> Add screen, and check the box at the bottom that says "Enable Rudders and Pedals". Calibrate the stick and Rudders.
Start up Aces High. Select either Online or Offline, doesnt matter. Once you are in the tower, look at the bottom of the clipboard. Click on Setup -> Controls -> Joystick -> Select Joystick.
You will see three windows. The left window says AH Control and lists Roll, Pitch, Throttle 1/2/3/4, etc. The middle window says "Joystick", which really means "Controller", and should list your joystick and probably your mouse (note that you wont see the pedals here, in the "legacy" or analog devices, the pedals are part of the joystick. They do not exist as a device on their own). The third window says "Joystick Input", and lists (none), X axis, Y axis, Z axis, Z Rotation, Hat switch (and another if you have 2), and your buttons. Here's how you set them up. Check Roll in the first window. Make sure your joystick is the highlighted device in the second window. Make sure X axis is the highlighted input in the third window. Click on the button that says "Set Input" below the third window. Check Pitch in the first window. Again make sure you joystick is selected in the second, and slect Y axis in the third. Set input. Select Throttle 1, Joystick, Z axis. Ignore the other throttles, you only have 1 (they should be set to "none"). Select Rudders, Joystick, Z Rotation. Left and Right Brakes are set to none, because the analog pedals dont have toe brakes (or actually they do, but there is no way to make them work on a modern computer so just pretend they arent there). Hat 1 should be set to Hat Switch. Set any others accordingly.
Click on the "Apply" button to the right. Down at the bottom, click "Back". Now again go to Setup -> Controls -> Joystick and this time select "Calibrate Joystick". It will ask you to move your rudders, stick and throttle around in full range of motion, then click on OK. Back out until at the original menu, you should be setup.
Again, I cant tell you how to setup the Pro Throttle, as I've never used one in XP or any other OS, and I know others have had trouble setting them up so I'm trying to save you a headache. If someone comes along in time to help you with it, disregard my advice and go for it. I know having the throttle working is a huge advantage over guys like me who use the little wheel throttles.
Good luck!