Hold down any button on your keyboard or gamepad and the name will appear at the bottom and then open up into a configuration menu:

Follow the onscreen instructions to configure your gamepad- if you run out of buttons just hold down a button to skip each unused button. When you get to OK press the button you have configured as "A".

If you wish to configure more than one controller, you can do so from the start menu of emulationstation. For more details on manual controller configurations see this page Here.

See the following diagrams for reference: