I've heard there's an issue when starting the game with a USB gamepad. Could you try starting with a wireless controller?
If that doesn't help, you may need to contact Gamuzumi. They publish the console port of Sable's Grimoire.
I don't think I'll be able to help with that then. Please contact Gamuzumi, they make the console ports and have far more knowledge on the consoles than I do http://www.gamuzumi.com/contact.php