Er, provide a link; which ROM is this for, etc.
I said this as you're going to get more help if you provide more info.
This needs a kernel driver to be compiled from the looks of it. I'm running OZ, so the chances are that even if I compile the kernel module (if I can! ;-)) it won't work on your ROM. Add to that the fact that I can't produce binaries (joy2key & joyd) which will work on your Sharp ROM (as I'm running OZ).
You should be able to download the kernel source and the toolchain for the Sharp ROM, or perhaps someone else who has already got this setup will help you.
I note that the joystick support is supposed to be built into the 2.4 kernels, I'm not sure whether this is an option when one comes to configure the Z kernels, anyone?
someone mention that joy2key and joyd can make joystick work on ZNESTER...
I don't suppose they actually tried it did they? - link to binary/article/howto, etc.?