How to connect Xbox handheld controller to work with Stepmania?

I see there's an option for it in Map Controllers, apparently I am too much of a nincompoop to figure it out.
I'll launch Stepmania with my controller plugged in thinking it'll register, but it only registers my arrow keys on my keyboard.

I'm hoping this is just me not figuring something simple out instead of it being an actual issue, but any help is appreciated!