Control Help

Hey guys, i'm new to this whole rom and emulators thing so please bare with me. I'm having trouble with playing some games. I don't know if some kind of external controller is required or what, but i'm using the keyboard... Some games like No Mercy (pretty much any wrestling game other than ECW Hardcore Revolution) will load and everything, but the up down left and right buttons wont do anything... i'm sure i sound like a moron and such, but like i said, im new to all this. If someone could help me out i'd really appreciate it.
thanks

none of the buttons work as the directional pad though. i've looked in the options and the buttons it tells me to push dont do anything.