Going by the documentation for that command, I would say, it is a single source device, meaning I doubt you are able to record 2 devices or more from it, as it would appear as though it is 'selecting' a sort of default device, the plugin is a DLL which just needs to be in the same directory as the EXE...
This is entirely my assumption, going by my interpretation of the term 'Select'
Quote: "
SET CONTROL DEVICE
This command will select a known control device for use as the current device.
"
Hope this helps, I know of a good XBOX Controller plugin, but it is likely the same one you found, it comes with a nifty source code file, I had great success with it

if not, just ask me to look for it too