Downloaded Morrowind from Steam a few days ago and bought an F310 Logitech computer controller to play with. However, every time I start the game up my controls have been changed. Now, if this were the only issue it would not be that bothersome. I would just remap my controls and it would take about a minute. However, even when I fix the controls and it says I have everything mapped the way I want in the controls menu, I still have issues.

There will be some buttons that perform different actions than what they are listed to do and there will even be some buttons that perform two actions at once. Another thing that I had occur was my caps lock button decided to set my character to always walk instead of always run. I have also found that my volume buttons on my keyboard will not work until I have remapped the controls to my liking, even though that is not a function you can change during this process. I have been trying to tackle this issue since yesterday and I still cannot find a resolution. Any help would be greatly appreciated.

Caps Lock:
It doesn't matter if Caps is on or off to walk fast.... what ever is the opposite Caps Lock setting when you start the game, that will be the other speed of walking.
Also, if you press Caps during a load screen or when in the menu, it toggles Caps but doesn't change walking speed.
Basically, it makes no difference what the Caps Lock is set as for walk speed. One is slow, one is fast, but neither directly corresponds with Caps Lock on/off.

Volume:
Use the in-game volume, or the volume settings on your dashboard and/or speakers. When Morrowind is running it doesn't recognize my volume keys either.

Would need to know more specifics on your other problems to know what you mean.

One thing that will happen is when I walk forward or backward using the joystick on my controller, it will also swing my weapon, even though I have "use" set to right trigger.

Also, sometimes when I am mapping my controls and I press a button, it will say "n/a" instead of the button name.