There is a site with some designs for an adapter, also the guy will make them for you for $30 US. He is Belgian I believe:
http://users.swing.be/atari/joystick.html
Also, I think this is his e-mail address:
fernandes@agel.ucl.ac.be
Another option is to use the SNESKey software and build a serial port adapter. I've tried this with limited success..
Oo! Another option is to buy a Stick-IT, or some other Arcade quality joystick device. These usually go in-line with your keyboard. But they are expensive. $150-$300 or more.