I was pretty miffed when I plugged in my serviceable but cheap Saitek game controller to play me some Starward Rogue and got no recognition of any kind from the game itself. Zip. Not even in the control config.
I recall having this same issue with Spelunky, and I got around it with the decent-but-imperfect JoyToKey. The issue with JoyToKey is that it doesn't really work with analog sticks very well, but this was never a problem because Spelunky is best played with digital controls.
Here, it's an issue. Fortunately, there's a more advanced bit of software designed for just this issue, and it's free.
X360CE, or Xbox 360 Controller Emulator, is here:
http://www.x360ce.com/default.aspxDownload it, extract it to your Starward Rogue directory, and run it with your game controller connected. With luck, it'll detect it right away, create a DLL file for SR to interface with, and download a pre-made profile just for your game controller. Run Starward Rogue and with a little extra luck, there will be nothing left for you to do but play the game.
I just stumbled upon this solution today, so I bear no responsibility if you nuke your PC using this bit of software, but it's here for those of us who don't have or don't want to use a 360 controller.