I just got one of these. The newest version of ZSNES is not compatable with it. I'll try and set a key with my playstation 2 controller and zsnes will not respond. If I click "Set Keys", ZSNES crashes. ZSNES version 1.20 works fine with it.
Edit: I recently tested versions 1.40 and 1.41. They both are compatable with the SJB3P.
Zsnes does that sometimes. It isn't the controller though, its just zsnes. I had this problem before, just try restarting your pc and reloading zsnes. I think that's how I fixed it.
I was supposed to get a sample of this hardware but I never received it. They wanted to make sure it worked with ZSNES. I guess they didn't care about compatibility after all.