I had a lot of problems with this.. months of research..tried lots of cables etc.
Send an email to: andyzhengster {AT} g{}m[]ail{dot}com
and say you want to buy an OTG Y Cable.
Cost about $15-20 (Deppending on shippment option), but well worth the money.
After that, you need a new kernerl for your Nexus. You can Try T1mur (cost €30 or so?), or Elemental X (Search for it on xda-developers (free), forum).