First of all, previous posts (minus OP) is slightly wrong.
Using an Xbox 360 pad you either need the charger, or a wired controller. As long as your Windows XP is updated to the latest version, you should have the drivers for it. The weird error is the computer not knowing that the controller is there, meaning you don't have drivers updated.
And one thing for the OP, for the love of god, please buy something else ASAP, the 360 pad sucks ASS, if anything go to Gamestop, buy a PS1 Digital pad (5 dollars) and buy a Pelican PS2->PS3 adaptor (10-15 dollars).