Hmm i am having the same problem, i Bought a Super Smart Joy USB thingy for snes pad and when i select Keyboard/Joystick and try to set keys nothing happens. I am considering that this might be because the controller i am using is not a nintendo SNES pad. This BOOM SNES controlPad is almost exactly identical but not official and maybe this is the problem but cant test a real one =(. the controller works with some game things though so i guess its down to ZSNES