I searched the boards here and on zincs site and seen alot of people with this problem(including me).
Problem:The controls you setup with zincfe only work with some of the games. The problem is with controller.znc.
Fix:This worked for me and now my controls work perfect for all games.
1. configure your controls with
zincfe the way you usually would.
2. Replace your controller.znc file with the controller.znc that comes with
zincgui.
I think your controls will work after that, did for me.