Required Tools

You will need the following: -
1 x SNES Pad (Original pad is preferred) (between £2 and £10)
1 x DB25 male Connector (Parallel port connector) (about 30p)
1 x Cover for the DB25 (See above) (about 20p)
4 x Shielded wire (2 inches each should be plenty) (Free, if you ask nicely)
5 x Diodes - 1N914, 1N34A or equivalents (Just ask the bloke in the shop if your not sure) (between 1p and 4p each)
1 x Soldering Iron (mine is 30W, any should do) (about £4.99)
1 x Black Electricians tape (Any colour is fine really) (£1 or less)
1 x Stanley knife or your favourite cutting tool. (£2 or less)
1 x Common Sense (Absolutely necessary) (Usually free)
Asbestos fingers would be nice as well, I seem to have a knack for trying to solder my fingers.

First you need to make sure that you have time spare to complete this uninterrupted, the whole process shouldn't take longer than 1 hour.

SNES pad preparation

Get all your tools ready and get your soldering iron nice and hot.
Using the Stanley Knife cut the cable on the SNES lead, next to the plug, and strip back the wires on the controller side.
If the pad is not an original pad you may have to cut the plug up to find out which colour wire goes where. The original pad has these colours: - white, blue, yellow, black, brown.
An alternative to cutting the connector plug up is to use a multimeter to test which wire goes where.

Now we start work on the DB25 connector (Parallel Port Plug or Printer Plug).

DB25

Get your diodes and solder them to pins 5, 6, 7, 8 & 9 on the DB25 plug. Make sure that the black stripe on the diode is furthest away from the DB25 plug. Twist the ends of the diodes together and solder to hold in place.
Solder some shielded wire across pins 18 - 19, this makes it easier to solder to the SNES pad. This must touch both pins.
Solder 3 more shielded wires to pins 2, 3 & 10 on the DB25.

SNES Pad

Now we are ready to attach the SNES pad to the DB25.
Assuming you have an official pad the colours should be the same, if not then you will have to either take the SNES connector apart or use a multimeter to find out which wire goes where.
Solder the WHITE wire to the end of the diodes.
Solder the BLUE wire to the wire coming from pin 2.
Solder the YELLOW wire to the wire coming from pin 3.
Solder the BLACK wire to the wire coming from pin 10.
Solder the BROWN wire to the wire coming from pins 18 & 19.

Don't attach the shield to the DB25 just yet, you will want to test it first.. Make sure that the wires aren't shorting out on each other before you do any testing though, a small strip of electricians tape around each join should make it safe for testing.

To use your connector and pad on your PC you will need a driver for it. Download the driver from here http://www.geocities.com/deonvdw/PPJoy.htm and extract to a folder of your choice.

Driver Installation

Locate the extracted folder and double click the "Setup.exe" file to start installation.
Windows 2000 and XP
Click OK on all the default options and accept all "Unsigned Driver Warning" messages, click "Close" and you have finished.
Windows 98 and ME
Click OK on all the default options and click close when finished.
Click on "Start" > "Settings" > "Control Panel" then double click on "Add New Hardware" then click on "Next" on the next two screens. When you are asked if you want Windows to search for your hardware, select "No, I want …." and click "Next"
Select "Sound, Video and Game Controllers" and click "Next"
Scroll down the Manufacturers list and select "Deon vd Westhuysen", then select "Windows 98 Parallel Port Joystick Support for LTP1" in the Models list, then click "Next" > "Finish"
You will now need to provide the correct drivers, they will be in the install directory (C:\Program Files\Parallel Port Joystick) assuming you used the default installation paths. Click "OK" then "Finish"
Now you need to install the main PPJoy driver.
Click on "Start" > "Settings" > "Control Panel" then double click on "Add New Hardware" then click on "Next" on the next two screens. When you are asked if you want Windows to search for your hardware, select "No, I want …." and click "Next"
Select "Sound, Video and Game Controllers" and click "Next"
Scroll down the Manufacturers list and select "Deon vd Westhuysen", then select "Parallel Port Joystick Bus" then click "Next" > "Finish"
You will have to restart your PC to finish installation.
Windows 98, ME, 2000 and XP
Now you need to add the joypad.
Click on "Start" > "Settings" > "Control Panel" then double click on "Parallel Port Joysticks", once this load click on Add.
A new dialog box will open, the settings required for the SNES pad are:-
Parallel Port: LPT1
Controller Type: SNES or NES pad
Interface Type: DirectPad Pro/SNESkey
Controller Number: Controller 1
Controller Sub Type: SNES or Virtual Gameboy
Now click "Add" and then you will get a driver installation dialog box, click "Next" or whatever you have on your screen to advance.
Once this has finished you will be taken to the Joypad Configuration screen, this time there should be a "Configured Joystick" called "LPT1: DirectPad Pro/SNESKey SNES or NES pad 1…." in the list.

Using your Joypad in Snes9x

Open your Snes9x program and click on "Input" then "Joypad Configuration" (or press ALT+F7) then click in one of the white boxes and press the corresponding button/direction on the joypad, repeat for each white boxes (don't fill in the diagonals) then click "OK"
Now load up a game and try it out, I think you will find it easier to play than using the keyboard.

Other Emulators

The SNES joypad adapter should work in most other emulators and even in most PC games that support DirectX joypads

Multi-Tap on your PC

If you want to fit more pads, for multi-player fun, then you should attach the wires from the pads to the same DB25 pins, except for the one to pin 10 (the BLACK one).
These need to be fitted to different pins: -
SNES Pad 1 - DB25 Pin 10
SNES Pad 2 - DB25 Pin12
SNES Pad 3 - DB25 Pin 13
SNES Pad 4 - DB25 Pin 15
SNES Pad 5 - DB25 Pin 11

Other Options

There is always more than one way to do most things and my method isn't necessarily the best way to attach a SNES pad to your PC because you have to cut the cable.
Other alternatives instead of cutting the cable on your pad is to acquire a SNES pad extension cable, very difficult to come by, or to use the actual connectors on the front of a real SNES. If you happen to have a broken SNES knocking about, I have used this method as well and it is an easier way, plus your SNES pads stay in one piece.
You can buy a broken SNES from Ebay for between £2 and £15 and this will give you 2 sockets to play around with. You will have to demolish the SNES to get at them though and unfortunately I have not managed to find anywhere that sells the required screwdriver.