I feel like I must be missing something very obvious, so feel free to insult my intelligence.
I recently got Arkham City to play off Steam, and decided that I'd much prefer to play it with an Xbox controller, as Arkham Asylum's combat was kind of a pain in the ass with the keyboard. I ordered a wireless adapter from Amazon (looks like the image to the side) and I've been trying to set this up. However, the adapter and control don't sync! The lights flash on both, they're right next to each other, but no dice.