http://www.electracode.com/4/joy2key/Jo ... ersion.htm
Take a look at JoyToKey; it'll let you map controller functions to keyboard keystrokes or mouse movement. Try looking around for tutorials on Youtube... it takes a little bit of work to get used to the program, but once you do, it's fantastic.
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What operating system are you using? 32 or 64bit? Version of Snes9x? Is the text at the bottom of the window white when you load the game?
These suggestions are usually
the solution to your issue!