This is the easy part. Simply click the controller button you wish to configure, and another easy to use menu opens.

The pull down menu on the upper-right corner tells ePSXe what type of controller you are using. Most controllers and keyboard use will use "Digital", but if your controller can do "analog" or other feel free to select it.

Now simply click on the button you want to change with your mouse. Then press a button on your keyboard or controller that you want it assigned to (simple huh). The rumble options on the right control rumble of course. This only works if your controller is rumble capable (duh). In most cases selecting "Type" Burutter, "Big Motor" SINE, and "Small Motor" CONSTANT works best. If this doesn't work try experimenting with these settings.

Once done simply click "OK", and you have the option of doing the next controller (if you need to). Then click "Next"...Hey! Looks like your all set to play! However don't get like a giddy school girl just yet. Essentially you could start playing right now, but there are other areas worth learning about ePSXe.