If you use an Arduino Leonardo or Micro or PJRC Teensy 2.0 or Teensy++ 2.0 then you can program the USB connection as HID. Your Windoze will see it as a game controller. And yes, you can make it do stick, keys and mouse together as HID.
PJRC was first using AVR/USB chips and then Arduino Leonardo came out and used the PJRC libraries. PJRC may be the best site for docs on the whole HID-board thing.