You can buy a little box for pc ,that u connect your ps2 controller into.Glad you got it working. Looks OK to me but there are one or two graphical glitches - it does this on mine as well and its probably just the emulator. Nothing to worry about.
I used my PS3 controller via USB with unofficial software and drivers - I don't think there is an easy way of using a PS2 controller with a PC. I think an xbox360 controller or compatible would be fine - it's what I was going to buy until I got my PS3 controller working which was quite tricky.
I bought a couple of different ones from some Hongkong websites,really cheap,less than a fiver.
Some work better than others.
P.S..that gameplay pic looks amazing .
It's a crime they didn't release on pc.