Found a bug? Please report it, but remember to follow the bug reporting guidelines.
Missing a sane feature? Let us know!
But please do NOT request ports to other systems.
In the GUI, when the option is checked, we can use PAD1 to control the gui. But i think you forgot to allow this control on the save state slot selection gui (default F3 menu)!
If I recall correctly there was mention of giving more control to the "use joypad1" option. As a sort term alternative you can use JoyToy. JoyToy can bind your mouse and keyboard to your joypad, it's rather fun to use. Windows only I'm afraid.