Generally, all you need to do is press start on the controller when you open the game instead of enter, if I recall correctly.
1. Make sure controller is plugged in before starting game.
2. Press controller buttons on the opening screen.
The one time I tried it, plugging my controller in after the game opened (but before doing anything) it didn't work. I've seen the same from a lot of games in the past so I usually make sure to plug the controller in before starting a game up anyway.