I bought the Microsoft Wireless Reciever for my computer, and I'm pretty surprised at how incompatible it is with PC games. Does anyone know how to get it to work with oblivion, I've tried mapping the controls in-game through the menu but It doesn't work very well.

Not too many threads for X360 controllers and the game. This one is probably the best you'll get:
http://www.gamesas.com/index.php?/topic/565651-how-to-get-the-360-controller-working-100/page__st__180__gopid__17330722#entry17330722