Wireless 360 controllers do not actually work plug-and-play with Windows. Wired controllers work, and are fairly cheap if you can find them. Alternatively, Microsoft makes a dongle for connecting wireless controllers to PCs as well.
(Why the difference? Who knows.)
More information here:
http://support.xbox.com/en-US/xbo...#ba78a726cbab4ca790547ab49e50b4fe