I was warned about the fact that BeS9x crashes when you attempt to config a controller; unfortunately the app is not open source (and it comes from BeOS); however I was able to find the reason of such crash and then to patch the binary using DiskProbe
So, for everyone which encountered this trouble, please download the new revision here:
http://softwaredepot.altervista.org/download/bes9x.html
P.S: Soon I will also publish a package for XMame.