Hi
Open the launcher and click on Settings, then Input.
Then in the drop down select the category that contains the action you want to assign to.
Then click on the action, click on Change and push the button on the stick.
Once you are done, save the file. Mine is called 1st.map.
No problem at all here setting up my X-45
Hope this helps

Oh yeah, one thing I have noticed. I have a Belkin n52 speedpad. If it is connected, I have no response from my joystick. I must unplug the n52 before I launch the game. There may be a way to overcome this, but I haven't tried. I don't heed to use it with this game anyway, since there isn't a large number of keys that need to be used. Everything I need is on the X-45, so I just unplug the n52.
If you have some type of speedpad or other controller hooked up, that might be what's causing the trouble.