Ok according the comments/reviews on amazon you do get that, so good stuff.
Firstly I would like to clarify what you receive as well as the controller.
1) A black wireless receiver, which plugs into the USB port on the computer- which just looks great, matches the controller nicely
2) A CD containing official software drivers for the controller (the bits that make the computer realise that you have pressed a button), and management software, which allows you to manage any extra wireless accessories that you wish to use (eg wireless headset).
3) 2x AA batteries- Personally I would rather pay more for a bundle of the controller and the "Quick Charge Kit", but the free batteries are perfectly adequate.