Just got this in the mail from kbAlertz.
The game port devices may not be upgraded after you upgrade from Windows 98, Windows 98 Second Edition, or Windows Millennium Edition to Windows XP
Microsoft has updated a knowledge base article previously posted under Q298062.
If you upgrade from Windows 98, SE or ME to Windows XP the Game Port may not be available, to fix this error you have to add the device manually from Hardware Manager as described in the article.
Important to note in this case is that many people may not know that an upgrade version of Windows XP allows a clean install if it can verify a previous Windows version that is eligable for upgrade, (usually during setup it will ask for the Win98/SE or ME cd).