pancho,
Circuits (like a controller) will have continuity. It will not be a direct short. What does your meter read when you go from the red to the black on the motor controller? Certainly not a direct short but a value. Also don't forget that some components show impedance instead of resistance (ie a coil). If both the brand new controller and the used controller show the same resistance/impedance, they are both likely good. You really need to hook up the fuse as stated before or hook up a load resistor like chvid said. The load resistor should be about 10k ohms and 1 watt.