Does the joystick work?
Also did you have to configure all the controls or did they work from the start?
I didn't have to configure anything at all.
When I used my ps3 controller for steam games I had some software I installed that had to be configured. Sometimes it would just randomly stop working and I'd have to alt-tab out of the game to "save" the settings all over again, it was such a giant pain in the ass. I decided to go with the xbox360 controller specifically because it's a windows based controller, so I figured it should work pretty seamlessly...so far so good.