If you see the keystrokes but nothing happens on the console, there are usually two explanations:
1) You might not have set your controller config to Default in the game.
2) Your controller that you *think* is attached to the XIM4 is actually running in wireless mode. This can happen if you have a charge-only USB cable that does not have data lines inside. You must use a USB data cable. If that isn't the problem, then there are two good ways to make sure the controller connects over USB. One is to remove the controller's batteries, if you are using a controller with removable batteries. The other is to make sure the controller is powered down, then disconnect the XIM4, connect the controller to it, and re-connect it. When the controller wakes up, it should be connected by USB.