Just to clarify, I have a fairly new laptop running Windows Vista 32Bit Ultimate, and the device installs automatically. However, I also installed the stuff from the disk.
The controller works fine, this adapter allows the use of analog sticks if you can configure them right... (trying to use them in GTA IV failed for me).
I personally bought this to play GTA IV with my PS2 controller, but with hindesight I would have bought the XBOX360 Controller for windows as it is compatible with GTA IV... (The buttons, change from when your in a car, to when you walking, to when your doing other stuff) so its hard to configure the PS2 controller buttons with keyboard buttons to fit all of the different modes of play in GTA IV