Go to the plug-ins menu, then click on input settings. Assuming you're using the N-rage input plugin, which is the default one and you'd know if you've changed it, then do this:
In the dialogue box, make sure that the 'controller 1' tab is highlighted and that the 'plugged in box' is checked.
Below that, click on the 'device' tab and select ur gamepad from the dropdown box. Then click back on the controls tab and assign your keys. Make sure you press the SAVE button at the top of the screen.
It should be right to go now!