A very helpful person from another site helped me out. If anyone else has the same problem, it's because the game and the menu are mapped seperately. You need to map the two buttons under start as these will be your Enter and Return buttons for the Menu. You also need to map the joystick buttons which are on the left side, the directions from top to bottom are: up, down, left, right. You just map them by pressing the respective directions on your joystick.