That is odd, I don't want you to take this the wrong way and I'm purely trouble shooting here but have you tried using the analog instead of the D pad, the analog only works for me. What kind of controller are you using? by the way, are you windows seven or ten also I've noticed this games isn't hot plugable with a controller in less you start with a controller plugged in, this wont help with your issue but is an issue to look out for none the less. If you can't get it resolved though go here
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I've used this program, assuming your hardware isn't the issue you will be able to use this to play the game.