Pregunté en el foro oficial del MAMEWAH y han contestado esto:

As far as I know, the SNESPad uses DirectPad drivers and I had the same problem a month ago with MameWah (My Previous Post ). Mine was definately not to do with the Joystick setup (as I have it working in all 8 of my Emulators - ZSNES, KEGA, etc).
I finally resolved the issue by using JoyToKey - for Mamewah only (but this only works with XP, which you have). Search this board for a link to download.

MinWah, Since then I have found a different set of drivers for the DirectPad, and you are now able to "Emulate" the joystick movements with your keyboard with this driver as well. If you are interested in debugging, let me know and I will send you a link to the driver. I can imagine that this is probably not top of your todo list.... hence why I used the joytokey alternative (was a ball-ache though).