Interfacing GAMEPAD directly with Arduino

I am really new to Arduino World, and I want to wire my gamepad controller directly to Arduino,
like this http://danplows.com/blog/hack-a-nintendo-nes-controller/
or this Interfacing PS2 Controller with Arduino ~ மறுமுகம்

But with this controller:
This is my controller, it`s a Clone Gamepad 06152.
http://www.qualitech.info/produto/939/joypad-micro-shock-vermelho-clone-06152/

May I have some help?

(sorry for my bad english, still training... :P)

how does it connect? USB?

Yes, but I don`t want to use a USB Shield.
Any idea? :cold_sweat:

Any idea?

Develop some realistic expectations.