OK!And I Has This Problem Too!BUTNow I FIX IT!
GO TO "THPS3 Setup.exe" Then Click "controller",
Then On "device" Select your Controller,
Then On the "Axis Configuration" Click "Assin"

..................................................
.....
Then PRESS ON YOUR CONTROLLER ""DOWN+LEFT"(Axis on your D-pad)!!!After you Have Press Them PRESS ANY BOTTON!
Then PRESS ON YOUR CONTROLLER ""UP+RIGHT"(Axis on your D-pad)!!!After you Have Press Them PRESS ANY BOTTON!

..................................................
....
And Finally Click Finish!
ALL DONE NOW YOUR CONTROLLER AXIS WORKS!
I Know IT!NOW PLAY WITH CONTROLLER THPS 3!

En gros, faite primary, faite gauche + haut et n'importe quel touche (genre croix) puis faite droite + bas et n'importe quel touche (genre carré) voila !