You can get your controller to work on PC by downloading the right kinds of software and buying the right kinds of receivers, but I'm unsure if it would work in the RGR, usually you have to buy programs that come with certain configurations for different games, like warcraft and other PC games, not RGR games. You can find some info on it here. Links off site, click it at your own risk, not Vizzed's fault if something bad happens, it was fine when I was on it earlier.
mike345 : Well did you have all the software and what not mentioned above. If not, that's probably why. However I would recommend using external peripherals unless you already have a joystick configured to your computer.