To the OP.
On XP, the Logitech Extreme 3D auto-calibrates, there is nothing you can do manually from standard software. If it is mis-calibrated once it stays this way. Therefore you need to go through some hoola-hoops.
1. Unplug the joystick.
2. Go here
Gadgets
3a. Download the Clear Calibration Utility.
3b. Optionally download the DxTweak2 utility for calibration checking and changing various settings.
4. Run the Clear Calibration Utility.
5. Plug-in the joystick.
6. Move the joystick to all possible extreme positions for calibration.
7. Check with DxTweak2 that it is calibrated correctly and centered. Repeat steps 1,5,6,7 if necessary.
If in DxTweak 2 the slider indications keep jumping or don't go smooth constantly, then you should either go back to the seller or repair it yourself. The quality of the joystick is very bad, cheap pot-meters and lots of plastic inside so be careful not to break anything. Especially the rudder and handle itself can take some nerves to take apart and put back together again.
So overall don't expect wonders, the joystick is a piece of ....!