Here's what I did to get it to work with my XBOX 360 Wireless Controller.
As previously mentioned, go to Controller Config. within the game and change one of the Keyboard options (Swing = A for example)
This will create the controller.cfg in Documents/MVP Baseball 2004
I then entered this below. Note the name change to the controller.
If this still doesn't work, rename profile= and device= to what it says in your "Setup USB game controller"
profile= XBOX_360_Wireless_Receiver_For_Windows
device= XBOX_360_Wireless_Receiver_For_Windows
player= 1
number_of_buttons= 10
number_of_povs= 1
number_of_axis= 5
VPAD_VIRTUAL_BUTTON_START= button 7
VPAD_VIRTUAL_BUTTON_SELECT= button 8
VPAD_VIRTUAL_BUTTON_CROSS= button 1
VPAD_VIRTUAL_BUTTON_CRICLE= button 2
VPAD_VIRTUAL_BUTTON_SQUARE= button 3
VPAD_VIRTUAL_BUTTON_TRIANGLE= button 4
VPAD_VIRTUAL_BUTTON_L1= button 5
VPAD_VIRTUAL_BUTTON_R1= button 6
VPAD_VIRTUAL_BUTTON_L2= button 7
VPAD_VIRTUAL_BUTTON_R2= button 8
VPAD_VIRTUAL_BUTTON_L3= not_assigned -1
VPAD_VIRTUAL_BUTTON_R3= not_assigned -1
VPAD_VIRTUAL_BUTTON_DPAD_UP= pov0 1
VPAD_VIRTUAL_BUTTON_DPAD_DOWN= pov180 1
VPAD_VIRTUAL_BUTTON_DPAD_LEFT= pov270 1
VPAD_VIRTUAL_BUTTON_DPAD_RIGHT= pov90 1
VPAD_VIRTUAL_BUTTON_L_STICK_RIGHT= axis- 1
VPAD_VIRTUAL_BUTTON_L_STICK_LEFT= axis+ 1
VPAD_VIRTUAL_BUTTON_L_STICK_UP= axis+ 2
VPAD_VIRTUAL_BUTTON_L_STICK_DOWN= axis- 2
VPAD_VIRTUAL_BUTTON_R_STICK_RIGHT= axis- 3
VPAD_VIRTUAL_BUTTON_R_STICK_LEFT= axis+ 3
VPAD_VIRTUAL_BUTTON_R_STICK_UP= axis+ 4
VPAD_VIRTUAL_BUTTON_R_STICK_DOWN= axis- 4
VPAD_PITCH_1= button 1
VPAD_PITCH_2= button 2
VPAD_PITCH_3= button 3
VPAD_PITCH_4= button 4
VPAD_PITCH_5= button 6
VPAD_FIELD_PICK_OFF_THROW_FIRST= button 2
VPAD_FIELD_PICK_OFF_THROW_SECOND= button 4
VPAD_FIELD_PICK_OFF_THROW_THIRD= button 3
VPAD_PITCH_OUT= button 1
VPAD_DEFENSIVE_ALIGNMENT_OPEN= button 8
VPAD_THROW_BALL= not_assigned -1
VPAD_INTENTIONAL_WALK= not_assigned -1
VPAD_INTENTIONAL_HITBATTER= not_assigned -1
VPAD_PITCH_HISTORY_OPEN= not_assigned -1
VPAD_SWING_NORMAL= button 1
VPAD_SWING_BUNT= button 2
VPAD_CHARGE_MOUND= button 4
VPAD_FIELD_THROW_FIRST= button 2
VPAD_FIELD_THROW_SECOND= button 4
VPAD_FIELD_THROW_THIRD= button 3
VPAD_FIELD_THROW_HOME= button 1
VPAD_FIELD_SWITCH= button 5
VPAD_FIELD_CUTOFF_THROW= button 6
VPAD_FIELD_FAKE_RUNDOWN_THROW= button 6
VPAD_RUNNER_FIRST_SELECT= button 3
VPAD_RUNNER_SECOND_SELECT= button 4
VPAD_RUNNER_THIRD_SELECT= button 1
VPAD_RUNNER_RUNFIRST= pov90 1
VPAD_RUNNER_RUNSECOND= pov0 1
VPAD_RUNNER_RUNTHIRD= pov270 1
VPAD_RUNNER_RUNHOME2SCORE= pov180 1
VPAD_BASERUNNER_ADVANCEALL= button 5
VPAD_BASERUNNER_RETREATALL= button 6
VPAD_RUNNER_STOP_SELECTED= button 7
VPAD_RUNNER_STOP_ALL= button 8