You're much better off just getting used to the mouse and keyboard controls and playing the PC version, though.
Or you could just hook up your controller to your PC.
This might help: http://forums.nexusmods.com/index.php?/topic/171416-how-to-use-a-xbox-360-gamepad-for-morrowind-pc/
And maybe this if you can't work it out: http://www.gamesas.com/forum/9-morrowind-hardware-and-software-issues/
(For the record, I don't know how to do this. I don't really like controllers
I'm sure someone knows how, though.)