Do any of the other buttons work (i.e., does it let you set any of the other controls with buttons on the controller)? If not I would assume the PC game isn't compatible with gamepads by default.
If the other buttons do work and it's just the directional buttons being finicky you could always try something like joy2key, which should let you map the directional buttons on the gamepad to particular keys on your keyboard. Then you would just set the keys you mapped to the directions in the PC games configuration.
"I think that the problem with this video is it is highly derivative of many popular bands within the genre. Although when viewed on its own merits, it does have a deeper groove. However what it has in groove, it lacks in originality. One can't help but be reminded of such bands as Pearl Jam, White Zombie, Suicidal Tendencies and other bands that bear the mantle of so called "Alternative Rock". One is even reminded of Lorie Anderson when she wore curlers. Hehehmhm! This video speaks less to the heart and more to the sphincter. In closing, I think Korn would do well to learn more from -"