I want to use arduino + usb controller to control something in my project. Once i open the cntroller, i've found 4 wires, Ground, 5V, D+ and D-. Fisrt two is very basic, the last two, how do i connect it to arduino ? Should i connect it to Analog or Digital or PWM??

You need a USB-host shield to plug into your Arduino, for it to be able to "understand" the USB-communication from the Joypad.

// Per.

What if i don't want to use USB-host shield?

Then you need to remove the COB (Chip On Board) on the PCB. (there is a silicon chip underneath the black blob of glue) and replace the electronics with something else, or wire a 15-conductor cable from the Joypad to the Arduino.

// Per.

ahah...good idea, wire all 15 to arduino using Multiplexing i think should do it.. TQVM for your idea!!