Wired controllers should work automatically (else you need to install a driver which Microsoft should have on their site.) For wireless controllers, you must have the receiver in order for them to even connect to the computer, which are usually sold with Xbox 360 Controllers for Windows (and don't bother going to Wal-Mart for them as the people there will probably point you to a normal Xbox controller, might get lucky with Best Buy. But just stick with an online store that will confirm it.) Once you have the wireless receiver, you can use any Xbox 360 controller with your PC.
Umm with Windows 7 I have a wired xbox controller (glad I have it cause my battery packs always end up failing) which I bought from Argos and have had no problems with it. From what I have been told u need the wireless receiver to connect a wireless controller.