Lol.... Yeah, I had the same problem when I first started using a joy. It's not as easy as it should be.
1) Ensure that you've installed the joystick, and the HID is present in the controlpanel under "gamepads and joysticks" (name depending on windows installation language and version)
2) In the controlpanel, calibrate your joystick. the #1 cause I have for crashing in a jet when using joy is forgetting to calibrate between PC reboots. You wont believe the nubmer of times I've found myself comming out of a loop 50 meters the the left of where I started it, which just "happens" to have a tree, antennae or building at that spot.
3) Now start BF2. Go to options, and controls, click air vehicles, and when you use your axis's, remember to move the axis IN THE DIRECTION YOU CLICKED, that is, if you click "pitch forward", then move the joy FORWARD, not just ANYWHERE on the axis you want to use. If You dont do this, then some axis's will be reversed.
4) While some say it's possible, I've yet to confirm this. But I cannot have my mouse config running at the same time the joy is connected. even if I dont TOUCH the joy, the key/mouse config wont steer as normal.
5) Dont give up. The learning curve for the joy is STEEP. It took me 2 hours of practice to learn to fly the plane, and another 5 to get good enough to do some stunts and evade missles and do dogfights. After a couple of DAYS with the joy, I'm still not comfortable flying at full speed !