We currently offer a massive range of downloads for FSX, as well as older flight simulator add-ons for the ever-popular FS2004, FS2002, CFS3 and now becoming ever popular with dediced virtual aviators is Laminar Research's X-Plane series.
Go to the sound settings in the Control Panel in windows and make sure the voice options are set to the Xbox 360 controller and the other options are set to your default soundcard. When you restart FSX it should send the ATC sounds to your headset. I works exactly the same if you use the wireless headset with the 360 wireless receiver for windows.
When SP2 comes out or if you have acceleration there are also options in the sounds menu in FSX to setup how you wish ATC voice to be handled i.e. to your speakers or to a headset/other soundcard.