So I'm using a Logitech Dual Action Pro, which is physically and technically the same as the Thrustmaster gamepad which was originally included with this game...however, I'm wondering even while my gamepad seems fully supported, I'm still forced to go through the menus using a mouse. Warrior Within and The Two Thrones don't have this at all, in which case I just use the gamepad for everything.
I'm wondering if anybody can help me on this?

I too have this problem, I have a Logitech controller with Profiller software that'll allow to play any of my games with it (Like Diablo II), but it doesn't seem to work at all on this game, its kind of annoying really.

In advance sorry for double-posting.

But I've done it, I've figured it out.

Pause the game, go to Options, go to Controls, on the top-left hand side side of the screen, you'll see the words "Keyboard" and "Gamepad"(or something else), you'll see the actions on one side like:

Use Dagger __________
Special Action __________

Anyway, click on the blank area to highlight it, then with your controller, push the button you wish to assign that action to, and bam!!!

I did a No Damage run up to the prison area after I set up my controller.