First, go to a terminal or command prompt and type lsmod and if it shows analog as a loaded module it means its working, else type modprobe analog and see if it loads or is even on a compiled kernel module. However, you need to find a tool called jstools that has jscal and jstest programs for calibrating the joystick. I have noticed though that these programs segfault when using them,but I just use them to make sure the gamepad works at all. Currently my saitek p2500 works, but with no dpad. I have to use the analog sticks. Im also using 2.6.12 kernel, so that could be my problem with the gamepad too because I belive it worked when I was using 2.4.x.
I don't know of a distro that comes with jstools by default, but I'v always been using slackware so I have no clue if it comes in a standard distro or not.