Well this is the problem. I can't map keys. Why is this?Technically, you can connect PS2 and PS1 controllers to the PC, you just need a converter (which I'm glad I purchased).
AS for your Joystick, when you are in the game pad menu, click on one the buttons to change. Lets say you want to change the left button to map to the left arrow on your keybaord. You would select the box and then hit the left arrow of your keyboard to map it to that specific key.
Similarly, you can click in the box, and hit the button on your joystick to map to that button. It's a bit seamless in this effect as long as Windows recognizes your Joystick.
If that doesn't work, you can always use an application like JoyToKey or Xpadder to map your joystick to the keyboard keys defaulted in the application.