Options > Controls.
Select Axis Commands from the Category drop down menu, and then left click Flight Control Collective, or any other axis, from the axis list.
Your controller will be listed by name (X52 control system for example). In the X52 column, click the cell that is in line with the Collective row. Then click clear at the bottom of the screen to ensure it is fresh to configure.
After clicking clear, click Add. You will now see the Add Assignment Panel. Click the Key. Button drop down menu arrow and select JOY_Z and click ok.
Your throttle will now be set to the collective control.
Technical support telephone numbers can be found here