
If you plug it in and nothing happens at all, then you probably have a dead device. It says it's for Vista but Vista and Windows 7 share the same driver model.

Or better yet, this article here which seems to work for people that can't get it going any other way. If that's the case follow the instructions in this article. In the top level of the device manager, if you plug in the wireless controller, you should see a top level of "Microsoft Common Controller For Windows Class" if you don't see that, and the device is actually working, it should show in an "Other devices" or "Unknown devices" section. In Windows 7, hit the windows key and type device m in the search and you should see device manager, select that.

All devices that you have plugged in should show in the Windows Device Manager, whether they have a driver or not.
