Check in your BIOS settings. The onboard game port is probably disabled. Access that from Setup when the computer first boots. The screen should show which key to press in order to enter the BIOS. If not, try Del, F1, or F10, and don't save any settings if you select the F10 key until you have located the feature.
You may have to manually choose between the two game ports in the Control Panel Game Controllers applet when adding a device like a joystick to one of the ports, otherwise, the computer might not find the device.
Note: Onboard game ports are sometimes listed as midi ports in certain BIOS versions.
I haven't been able to get my gamepad to work with the port on my SB card since i went over to XP, I haven't looked or tried too hard to fix it though but I'm suspecting there isn't one hehe.
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