Although I have read that is fairy difficult to configure, and things alike that on wikis, but was so easy at here, I think I have luck and it detected it immediately and without any problem, here the easy setup.
sudo apt-get install lirc lirc-modules-source module-assistant
Now on configuration
Windows Media Center Transceivers/Remotes (all) -> None -> DONE!
To test out the controller, is
while doing this, click the keys in your controller and they will appear if it was detected correctly. Here, all were detected.
If you want to make it work with KDE and KDE apps,
apt-get install kdelirc
And configure the keys in System Settings.