Hopefully, you did some research on the SideWinder 3D Pro, because it can be problematic if you are hoping to utilize all of the axes and buttons in particular DOS games. MechWarrior 2 is one of a very small number of games to provide digital mode support as indicated in the SideWinder Wiki page:
http://en.wikipedia.org/wiki/Microsoft_SideWinder#3D_Pro
Otherwise, you will have to use one of the two analog emulation modes, both of which should be supported by a fairly large number of games.
Descent 3 is actually a Windows game, and even there, the SideWinder 3D Pro has some quirks and problems depending on the type of platform you intend to use it with. The final drivers released by Microsoft for Win9x failed to support machines with FSB speeds of 100 MHz or higher, so many users were obliged to use the emulation modes and lose buttons/axes (or buy a different stick).
Grendel (a user on http://descentbb.net ) has developed a USB adapter that works with the 3D Pro and certain other Microsoft sticks in recent versions of Windows. More information is available in these threads:
http://descentbb.net/viewtopic.php?t=7090 (Original Thread)
http://descentbb.net/viewtopic.php?t=12217 (Follow-up Thread)
http://descentbb.com/viewtopic.php?t=3659 (POV Switch Replacement)
http://descentbb.net/viewtopic.php?t=15526 (Summary Thread)
http://code.google.com/p/sw3dprousb/ (Google Code Project)
I put together a set of modified drivers that allow the 3D Pro to be used with gameports in Win9x with machines that have FSB/CPU speeds beyond those supported by the last official Microsoft driver:
MS SideWinder 3D Pro Win9x Drivers
Other folks have put together DOS game-specific fixes for the SideWinder 3D Pro. For example, StormShark created a piece of software called Joyfix for Descent and Descent II to fix a number of issues with the 3D Pro. This Geocities page no longer exists, but you can still view it in the Wayback Machine ( http://www.archive.org/ ):
http://www.geocities.com/TimesSquare/Arcade/2883/joyfix.html