I found the Retrozone kits a while back too. The problem is that the kits are USB. Windows installs and enables the drivers in the order they are plugged in and detected. First of all, you won't have a port specifically for player 1, 2, 3, etc... The port you plug it into is irrelevant. The first controller plugged in will be player 1. Also, lets say you connect an NES controller first. Your NES emulator is configured to use the first game controller for player 1, so you're ok. Now, you plug in a Colecovision controller without disconnecting the NES controller first. Your only Colecovision controller is now game controller 2. Assuming you configured your Colecovision emulator to use game controller #1 for player 1, you effectively have to use your NES controller for player 1. To fix the problem, you need to disconnect both controllers, then reconnect the Colecovision controller so its game controller #1.
Or, to get around this problem, leave the USB adapters connected all the time and connected to designated ports with the real controller socket. Then connect the controllers to the socket as you need them. Your drivers are always loaded, and assuming Windows enables the drivers in the same order on startup, you can label each port, i.e. player 1, 2, 3, and 4. Connect everything how you want it, restart Windows to get the new controller IDs, then configure each emulator with the respective game controller. You're bound to have game controllers with high IDs like 8 and 9, so I hope the emulators support a large number of controllers. If not, I'm back to just using the Retrozone USB adapters and having to remember to always disconnect the controllers after each use.
I'm trying to avoid tearing apart adapters because I'm worried that it might look a bit jury rigged, but I don't think I have a choice. I have to do it to connect the adapter to the socket anyways. I know that the PS2 adapters I have will need to have the sockets desoldered to mount them how I want them.