Joysticks for downloaded emulation games

[Guest wildpegasus]

A few months ago I downloaded NEStopia along with a Sega emulator which was great and all but games are difficult to play without a joystick so finally I got one. I went to Radio Shack (whatever it's called now) and they gave me a "Sector 7 Playstation 2 to USB adaptor" gizmo. Problem is your supposed to set up the thing and I can't even get the mini CD to load up on the computer screen for instructions. Anybody familiar with this joystick adaption?

 

I need to know some good joysticks that will work with this emulation bit. Keep in mind that there are probably very few if any options in my town so please name as many good joysticks as you can.