It's weird; it didn't work for a while, then one time, after letting it completely load the intro vid and sit there a while, it just wanted to cooperate. Haven't really tried it since that second time, though.
What may have happened is at the same time of trying that for the first time, I was trying to use VJoy to work with W Mission (still no luck on that), which may have messed with the way the game was perceiving input (since I was using around the asdzxc keys for VJoy). At the time, closing that program, or tampering with it's settings wasn't having any results on this game, so I ruled it out.