I have a Dance Pad and I want use it in XNA as a controller. It has a USB connection.
Can someone help me?
iirc, XNA does not have support itself for non-XInput controllers. This means you'll have to use another API to access your dance pad (and you'll be limiting yourself to the PC in that case).
Here is a blog post describing some options for non-360 controller support in XNA 3.1. The techniques should scale to 4.0.