As far as I know the SF IV TE stick doesn't work on PC unless you get the PS3 version AND your USB chipset is Intel or VIA. Apparently the Xbox 360 SF IV TE Arcade stick doesn't work on PC.
Or you buy one of these add in cards.
USB 5 Port PCI Card/Cardbus (4 External 1 Internal) - VIA Chipset
Has to be VIA chipset.
Make one, it's quite fun.
Mine is built like a tank so it can take good abuse, all in all including the SANWA buttons, stick, box, xbox controller cost me around £70.
I'd check out Kreeeee's thread if you're interested.
http://forums.overclockers.co.uk/showthread.php?t=17994446&highlight=arcade
The 360 version is the best version to get as not only does it work flawlessly on PC it also works regardless of what chipset your USB is.
It's detected as a 360 controller and works off the bat in Vista and 7.
Wonder why I bought a PS3 one then. Can't think for the life me why. I was convincef the Xbox 360 version didn't work on PC, but there's no logical reason why it shouldn't.
Ah well, sorry for the misinformation.