Default Cannot get Retroarch and Xbox360 controller to work

I have tried many build of Retroarch and could not get the XBOX360 controller to work. I have read many posts people got this to work but I cannot replicate this.

The controler works ok outside in the menu and allow me to select the game. Once the game starts, I could only use Start button which brings up the RGUI and Back button which goes back to the Retroarch menu.

Anyone can give me any tips?

Also I am using the XBOX wireless dongle. If I leave this plug in, the Amazon Fire TV will start in Safe Mode. No idea