@Milhouse
Unless, I'm misunderstanding you, that won't work.
The Sample.cfg file that comes with mame wouldn't have any controller remap entries in it to begin with, so there wouldn't be anything that ControllerRemap could do. To be honest, I'm not sure what it would do, so it throwing an error in that case might be "by design" (Heh, yeah, I'll go with that!
)
At any rate, grab the download and read through the first part. I know it's not the easiest utility to work with, but I just didn't feel like completely reinventing Mame's controller configuration UI (and that's pretty much what I'd have to do to create even a remotely decent UI for it.)
Just take it one step at a time. If you have a specific stick you want to get working, concentrate on just that one device at first, get it mapping the way you expect, then move on.
Pay particular attention to getting a LIST of your devices at first. the /LIST command will ID your devices and let you know what you've got to work with.
Pipe that to a file, and you can copy an paste device id's, makes that a lot easier.
And definitely check out Stigzler's info. As soon as I get the time, I was going to incorporate his info into the main readme.