My joystick is a Qanba Q4Raf. Acording to JoyToKey the stick is set up as the right stick on a pad, rather than the left stick. Not sure if that makes a diff, but either way it wasn't being picked up by the game.
Couple more thoughts from last night's session: Pause replays (to write notes!), stay in replays menu after Delete (and maybe Y/N for delete?), reset hi score table. Luxury: save states, or step into replays (as in Akai Katana).