super frustrating!! finally I can play MDK, but the joypad doesn't work! I'm using a Logitec Gamepad F310, I can select the buttons, but it doesn't work at all even for menu selection.
What should I do?

I have the exact same gamepad and it works for me. There is a button under your gamepad that lets you choose between xplay (represented by x) and direcplay. Make sure that button is near d, which is compatibility mod for old games. Then, go to MDK menu, select joystick, make sure its enabled. You can adjust buttons and sticks the way you want. It seems a bit confusing at first, but is easy to use. You still won't be able to use it in menus though.