>>12
As I'm sure you found, you can't use the main buttons or the shoulder buttons, since the Cave Story config will only let you map buttons 1-8, and those buttons are all in the 9-16 range.
But I found a program that might make the game actually playable with a Sixaxis:
http://www.redcl0ud.com/controlmk/index.html
This allows you to map any controller button to any keyboard function -- the game will think you're using a keyboard rather than a controller; the program will be converting the controller input to keyboard input.
Unfortunately, after I spent half an hour setting up the ControlMK profile just right, I found that the buttons in ControlMK don't match up with the Windows controller "Test" applet. For example, Windows shows that the Up button on the D-pad is button 5, but ControlMK thinks it's button 4 -- and there's no way to figure all this out by trial or error.
I'm just going to give up because it'd probably take an hour to get it all sorted out -- if anybody else figures it out, please export the config & post it. Otherwise I'm just going to play some games that are less gay.