If you have a wired Xbox 360 controller, simply plug the square USB plug from the 360 controller into the PC. if it's wireless, you'll need to buy a $25 Wireless adapter. [http://www.amazon.com/Xbox-Wireless-Gaming-Receiver-Windows-Pc/dp/B000HZFCT2]
After you have the 360 controller hooked up then it should automatically detect the 360 controller, so just push some buttons on the controller and off you go.
This worked for me in DiRT 1 and 2, GRID, and Just Cause 2. If it doesn't work you'd have to ask someone who owns Bioshock for the PC and uses a 360 controller.