This is more straightforward. All you really need is the DOS Thrustmaster software, installed in a manner that lets you run DOS somehow. If you'd like to make programming your Thrustmaster gear easier, then you'll also want the Windows software that makes creating and editing the Thrustmaster files easier. If you go this second route, then it works like this:
1. Run the Windows Editing Software
You're probably wondering "How the hell am I going to boot to DOS on my modern Core 2 Duo PC? And where are all these files?" No problem. Keep reading.