Xbox 360 pad users will have an additional prompt to install an older driver over the common class driver, click yes on this prompt to complete installation.
Reinstallations of the driver can be done at any time from the start menu program group.
To configure your controllers keys, run the XBCD Setup (Windows Vista/Windows 7 run as Admin)
On some controllers, such as arcade sticks, the setup might recognize the stick as a D-pad. In this case you may want to change the control assignment from POV to Axis. Copy the directions from the left stick.
Not an exhaustive list. Up to date list here.
Xbox Arcade Sticks
Xbox Steering Wheels
Foot Pads for Xbox/360
Xbox 360 Controllers
Xbox 360 Arcade Sticks
Xbox 360 Steering Wheels
Foot Pads for Xbox 360
Xbox 360 Guitar Controller