You must have Windows XP Service Pack 2 or Higher to install the controller. It is a requirement that is located on the package. If you do not meet these requirements , the driver will not install.
If you indeed meet this requirement and still cannot get it to install, allow it to connect to Windows Update and search for a driver.
On a side note, when you bought the controller, the documentation tells you to install the software first, and then plug in the controller driver.
You can grab the latest controller driver software from here: