[Shaft]

the dpad on my axis pad doesn't work properly until i've gone into the controller properties, and then exited it, and then continued in ePSXe. this only happens in ePSXe. the anolog stick works fine (although i have it set to digital. here a screen shot of the controller properties, maybe it'll help.

 

[Shaft]

this is my ePSXe controller setup....

 

[Shaft]

sorry computer messed up.....

 

[Adair]

This might not fix your problem, but if you press F5 while playing a game it changes the type of controller (ie:digital, digital/analog, etc.). Maybe you can at least not have to go into the pad config anymore.