Those types of directions are usually unneeded, as they just press two directions at the same time instead of having their own key.
Open any game you'd like, and when it's loaded, press Tab to bring up the menu. Go to Input (general) to set global keys to be used throughout all of your games. If there's a game you want different controls for, the option underneath that [Input (This Game)] will have a game-specific config.
In this case, use Input (General).
The only controls you really need to worry about are P1 UP, P1 DOWN, P1 LEFT, P1 RIGHT, P1 Buttons 1-6 (or 8, if you have that many buttons), and Start.
Highlight a button, press enter, then press the button or direction on your controller that you want to be assigned to that. Diagonals are already taken care of, so there's no need to set those.
Should look like this.
http://img839.imageshack.us/img839/9154/ps0114.jpg
In your case, the keyboard buttons will be replaced by buttons on your gamepad like JOY 1 and whatnot.
The usual layout for a panel is like this
1237
4568
Think of it as
Code:
LP, MP, HP, [LP+MP+HP]
LK, MK, HK, [LK+MK+HK]
Or for an XBox Controller
Code:
X, Y, RB, RT
A, B, LB, LT