Just wanted to chime in that it works perfectly for me as well in my Windows 8 PC. I just plug the adapter in, it found the drivers and installed immediately, and in under a minute I was using the controller without a problem.
In case you didn't know, that controller that they included there isn't anything special - the adapter is. You can use that adapter to connect ANY wireless xbox 360 controller... you just pair the adapter with each new controller and you're good to go. The adapter can support up to 4 controllers so if you have a game that supports multiple inputs/controllers then you can play with your friends on the same PC
It'll work for every game that supports a controller. I used it on an SNES emulator
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I also play Skyrim PC through Steam with it.