Hit the Start Orb and press the Devices and Printers tab. It should be listed in there.
It should regonize it and install the driver
when its hooked up. Mine always has. But, you may try manually running Windows Update.
Now, I do recall something about the 360 controllers and Windows not working.
I can not remember the exact details, but essentially older controllers will not work but the newer ones do.
Perhaps thats the issue? Ill see if I can find that article, its been a while so I could be mistaken here.