Hi, which controller exactly have you got ? I have the Rumblepad 2 (wired version, I prefer) from Logitech, and it was recognized straight away. They have a program called 'Logitech Profiler' for configuring gamepads, maybe you could try it ?
The only problem that I have now is that the buttons are not mapped correctly :
In the game options,
Actual R1 (button 6) is being recognized as R2 in game, R2 (8) as L2, L1 (5) as R1, L2 (7) as L1, and triangle (4) is recognized as square, circle (3) as triangle, and square (1) as circle (and x (2) is x !). This is a little annoying. Anyone else having the same problems ?