I just downloaded the ZSNES last week and I love it. The problem is, I just can't play any games (with skill) using my keyboard.
I purchased the retrolink snes controller from a reputable seller on ebay and tonight when I plugged it in... I got nothing. After reading through the forum and help files I still couldn't get it to respond.
The controller says "plug and play" and "no extra driver required", it also says "supports windows 98/SE/ME/XP/Vista and Mac". I'm running Vista on my laptop, so maybe they lied???
I don't know any specifics about the Mac, but if it's just a standard controller, which it seems to be, it should just be recognized right away. From there you'd just open zsnes and go through the joypad config as usual, as described in this thread.