Just found a nice little program called Xpadder. With that you can i.e. use gamepad as a "remote control" for your video/music player or play old DOS games using gamepad. There's a Zip version available, so - No installation needed.

Xpadder simulates keypresses and mouse movements using a gamepad

autohotkey is a program that is also capable of doing this, and much more. (like macro recording for repeated tasks and much more)