Don't want to discourage people from asking, but bearing in mind these forums have been going for well over a year now, all common problems have been answered soooooo many times that it's always worth doing a search. This is a veeery common problem.
Open up your FS2002.cfg file (in your main FS2002 folder) for editing with Wordpad or Notepad. Scroll down to here
[JOYSTICK_MAIN {A66ADCA0-0D68-11D7-8001-444553540000}]
AXIS_EVENT_00=AXIS_AILERONS_SET
AXIS_SCALE_00=64
AXIS_NULL_00=36
AXIS_EVENT_01=AXIS_ELEVATOR_SET
AXIS_SCALE_01=64
AXIS_NULL_01=36
AXIS_EVENT_05=AXIS_RUDDER_SET
AXIS_SCALE_05=64
AXIS_NULL_05=36
AXIS_EVENT_06=AXIS_THROTTLE_SET
AXIS_SCALE_06=131
AXIS_NULL_06=1
BUTTON_DOWN_EVENT_00=BRAKES
etc
blah
blah
Change the Axis Scale figure as shown in red.
It also helps if at the same time you reduce the null zone on your throttle axis in sensitivities to zero