Would this work on the Cougar Throttle?
http://www.tvps.com/Products/ECS-USB-to-...S-DB15FUSB.aspx

I saw the other adapter made my RealSimulator, but I would save a little more if the above adapter would work just as good.

The linked Gameport to USB adapter has 4 modes:
Two for gamepads an one for Thrustmaster FCS (X,Y, 4 buttons, HAT joystick)
and CH Fligistick PRO (3 axis, 4 buttons, HAT joystick), this two type of
joystick was the basic "standard" in gameport times.
So dont work with Tm Cougar or other advanced joystick, e.g. Tm F22PRO.
In the best case will get up to 4 buttons working, if don't get some smoke.

If you do not have hardware skills TUSBA is the way to go.