I've never had issues getting x360ce to see my controllers, but some have. Don't know if you've read this yet, but here's a thread from someone who also had this issue:
http://ngemu.com/threads/controller-greyed-out.157114/
Can you assign your axes and buttons on that screen? One of the suggestions in that thread is to assign the 2 thumbsticks, the d-pad, and the triggers, and it might turn green after that.
You should also check that "USB Vibration Joystick" tab under "Controller 1". On that screen you can see if x360ce is receiving any input at all and it can help determine what your gamepad axes and buttons are. (I don't think it's really a standard thing, my gamepad's axes make no sense at all...)