Simply put. it is not supposed to work.
There is a way to make it work. there is a program called Xpadder This lets the user make an input on the 360 pad, look like a keyboard or mouse input. http://xpadder.com/
I tried using it and didn't like it much. But if you really want to use a 360 controller for MW2, As far as I know, the only way to play with a controller is buy using that program.