Are you trying to connect this to the PC with the PS/2 or a USB port?
It's going to make a big difference.
I'm assuming that you're trying to plug this in with the PS/2 male plug on the long cable. That means you need to plug in a PS/2 keyboard on the pass-thru(short) cable. A USB keyboard will probably not work that way thru a PS/2 port even with it being an active adapter...It definitely will not work with that passive adapter you have on there now.
Have you tried hooking a mouse(PS/2 or USB) up thru there to see if it works?
The best way to get it to work is to just plug that new cable into a USB port & then plug in the controller cable to that.(You may still need a PS/2 keyboard hooked up to the pass-thru though...)
That should work right off...I hope...
Pessimist: Oh, this can't get any worse!
Optimist: Yes, it can!