Try pressing the buttons set up as "Select" and "X" on each of your controllers and your keyboard if you've set them up already in emulationstation. One of them should work, hopefully.
As for getting 6 button controllers work for the Megadrive, there is a setting in the retroarch menu, under core settings that lets you tell the emulator that a 6 button controller is inserted, and that is what worked for me. This may be dependant on which emulator core you use.
As dankcushions said, also take a look at the controller configuration page.