XP has a power management setting for each USB root Hub.
Once in the device manager, expand USB Controllers.
USB Root Hubs will be listed. You will be right clicking and choosing properties. Among the tabs at the top will be "power" and "Power Management".
If the only USB device you have is your joystick, finding the hub will be easy. Click the power tab and find the one that is using power, then go to power managemant tab and unclick the box that says "allow the computer to turn off this device to save power".
You might disconnect your USB printer(if you have one) to ID the joystick hub, otherwise you'll need to uncheck the save power box for each hub.
For a desk top computer, having the hub on all the time should not cause a problem.
I do not have acess to WinME or Win98 to see if this setting is availible . Some one else will need to look there.
