Thanks for that. I went and bought the controller after reading your post and it works fine.
I know about the PSX patching thing, but my PSX isn't modchipped and I have no intention of getting it done. I figure it's just as easy for me to only use it for my PAL games and use the ePSXe for NTSC games.
To prolong their life I will make backups for my NTSC games though. It doesn't take long and I have a bunch CD-Rs lying around.
Thanks again, you've been a big help.