umm, just go to Saitek's site and get the latest SGE version for Windows XP. The latest version has support for the rotaries in WinXP.
When installing, sometimes your stick uses the Microsoft drivers instead of the Saitek drives, so the SGE software doesn't find a Saitek stick. There's an FAQ on the Saitek page that tells you how to remedy this issue.
XJazz is right btw, I wanted to use the knobs as an axis, not as a banded button.
AcId, I can see the problems with that. I guess you'd either have to do it where when disengaging the autopilot would throw the trim back to where the axes are set, or if you use axes for trim, you can't use the autopilot.
As it is now, I just use the hat on the back of the throttle for aileron and elevator trim. I use the banded rotaries for gear/tailhook and damage/clipboard.