Get N-Rage's latest plugin; in each controller tab, one of the lower tabs is "Devices" - on the right there's a pulldown menu. Select the Saitek pad from the list. You can now configure at will
I use a dual shock PSX Pad and a EMS PSX2PC converter thingy that i got for JandaMan's shop like last year. I use is for everything, except it wouldn't work in the UT2k3 demo.