There's no getting around the need to use DOS to download your controller's programming into the sticks.

In the olden days, I would have said something like, "Just make a DOS boot floppy, copy these files to it, and then reboot." Funny thing is, of course, that the floppy drive is getting just as rare as the gameport. There needs to be another option. 

(As an aside, if you do have a floppy drive, you can still make a DOS Bootable floppy, and copy the various files you need to them, but a bootable USB thumbdrive or Memory Card will make your life easier down the road. You can also make a small bootable DOS partition on your hard drive, which is what I typically do.) 

Fortunately, you can use a spare USB Thumbdrive (also called flash drives, key drives, and so forth), or if you have a built-in memory card reader, a spare Compact Flash, Secure Digital, Memory Stick, or similar memory card, to boot from.

The overall process is:

1. Format the USB Drive or Memory Card to be bootable
2. Copy over the necessary DOS files to make it boot to DOS
3. Copy over the necessary Thrustmaster files
4. Reboot from it and cross your fingers. 

 Let's go through it step by step.

(Warren Here. I don't have time at the moment to go over this very important step, but let me link to a site that has everything you need to make a bootable Flash Drive. I myself generally use "HP USB Disk Storage Format Tool Version 2.0.6," which you'll find on this page.)