I'm sorry for the double-post, but I did it! I don't really know what I did, but i plugged in my other controller and it was doing great, but it stoped working after about 5 min (dunno why). After that, I tried again the other controller and it worked.
The download that warliukz might also helped me. Well, thank you all so much!

I really appreciate the help that you guys have given to me, thanks again.

Edit: Ummm, I also have my controller connected to another USB port, don't know if that helped.

If it's a PS3 controller then you have to check that box in the General menu (Dualshock 3 bla bla bla...).
But then you need to install libsub (no idea how, but here's the link: http://sourceforge.net/projects/libusb-w.../download)

Edit1:
Ha ha ha... Too late. Well I'm glad everything worked out for you. Happy gaming!

Yea, that's how I use my ps3 controller.

Edit: Thanks bro, I'm loving the game!