Can i connect my XBOX 360 controller to my pc?

Solution
Wired xbox 360 controllers do work.
Wireless xbox 360 controllers + wireless receiver do work.
Wireless xbox 360 controllers connected via plug n play do not work.
You need to buy the receiver - http://www.amazon.com/Xbox-360-Wireless-Gaming-Receiver-Windows/dp/B000HZFCT2

And, no, there's no way around having to pay more money to be able to use the controller. No you can't plug in the play-and-charge cable because that only transmits power, not data.

After you get the receiver, just go on Microsoft's site and find the driver for the controller and you'll be able to play games with your 360 controller.