IT depoends. Most cards with game ports, including my Creative card, dont install the game port drivers. That is the fault of the people who write the drivers.
I am guessing that the disc is for XP not VIsta. HAve you tried ot install using XP Compatabilty mode.
Insert disc. Go not autorun. Computer>CD Drive>Rightclick>Properties>compatability tab>check boxes for XP SP2 and Run as Administrator.
See if that does anything. If Windows Update does find it and the drivers from the site and the CD dont work. You will have that question mark till the drivers get written for the device.