Using a phone as a game console- HDMI out and USB in simultaneously
Well if the already build adapter doesn't work you can make your own folowing this steps (if you are not able to do all the soldering ask a professional nearby like a phone repair shop) :

Background : Samsung made the new 11pin MHL technology on the galaxy note 2 and the S3 (those are the first devices to have it any top shelf phone out after that day have that technology ) ,samsung made it specially to sell it's own Smart Dock station where you can transform your S3 to a desktop ,the smart dock was (may still) sold to companies only for 100$ , the member @its.mahmud on XDA succeeded to make a clone of that device after reading the source code of the samsung galaxy S3 see reference .

Now How to build a DIY smart dock :

pre-required :  


A Micro USB 5 To 11 Pin HDMI HDTV MHL Adapter Converter For Galaxy S3 S III i9300 search for it or get it from ebay
A 40.2 k ohm resistor (they are sold by lot by you can buy a piece from any repair shop)
A USB 2.0 A female to Micro USB B female adapter cable FF (by from near by electronics shop or from ebay (if you already have a female USB port somewhere else you can use that instead)
A samsung galaxy s3 under JB stock rom.


Lets start breaking stuff and making new stuff :


Cut the A Micro USB 5 To 11 Pin open and get the mother-ship this is what it looks like this on the 5pin side:





As you can see in on the ship where it's written R1 and there is a rectangle around the resistor ,yo need to take off that resistor ,do so.
Replace the removed resistor by the 40.2 K ohm resistor.
Cut the A USB 2.0 A female to Micro USB B female adapter open to remove the female USB port (if you already have a female USB port somewhere else you can use that instead).
Now solder new 4 wires  and shortcut the sense and ground with the 40.2 K ohm resistor as shown is the picture below.





Optionally you can cover the wires with duck-tap or any plastic material of your choice.
You can plug a USB Hub to the female USB port you just made to plug multiple USB devices (mouse and keyboard) or two controllers (android natively detect and use one controller only you need a third party app to manage multiple controllers.
Now you have a USB or multiple USB ports and An 11 Pin HDMI HDTV MHL to plug on your TV.


Reference : 


Multimedia Dock(I/F: Micro USB 11pin)
DIY Smart Dock tread on XDA
Proof


Disclaimer :


None Of the component (devices and micro electronics ) used in this unswer are sold by me the links included are here to make it easy to find you can buy them from where ever you want.