any controller can be used but to remap or getting it to work properly requires this:
http://code.google.com/p/x360ce/ (thingie that lets you trick it into believing your saturn/other controller is a 360 pad)
the game, afaik, doesn't use xinput, but it does map buttons (1, 2, etc.) as they correspond to the 360 controller. it is a bit funky that they don't allow you to remap things within the game but it is what it is.
personally I use my wii classic controller pro. I needed to remap all the buttons so they turn clockwise once since it literally mapped letters to numbers. The 360 pad is A/S, B/W, X/E, Y/N and nintendo controllers since the saturn is the same turned counter-clockwise. That problem most likely didn't present itself with the saturn pad since Microsoft basically adopted their button letter layout from Sega. AB instead of BA and all that.