Which version of the game are you playing? v3.6 or v3.7 beta (parachutes)?
In v3.6 it works like this: if you press a button on a device you want to use it becomes active. You can then use it do remapping. The keyboard is always active
In v3.7: There is only one active device at a time. So if you use the keyboard it becomes active and deactivates all other things. If you press a button on the joystick it becomes active and the keyboard becomes inactive.
In theory all joystick should be picked up by the game but if yours isn't please let me know.