thug 2..pc version

I used an off-brand Chinese PS2-to-USB adapter on it, and it worked fine without driver installs. What kind of controller are you using, and describe what buttons and tabs you are trying to click to assign buttons. For mine, I clicked "Gamepad Binding", selected my gamepad from the "Select a gamepad device" section, clicked the button assignment window on my first button, and away I went.
In the main game folder, you just run "Launcher.exe" and it has all the stuff mentioned. If you don't have launcher.exe, I'll upload it to you.