Looks like it's either difficult or expensive:

http://www.ebay.co.uk/itm/Belkin-4-P...item3a6d135003

This should work with a bit of effort:

http://www.ebay.co.uk/itm/Arduino-Wi...item2563f68e18

Edit: It's rather slow though...
Edit 2: Slightly cheaper but still silly money:

http://www.ebay.co.uk/itm/Belkin-Hig...item19ccbb94d5

Now we know why people just use wireless Xbox 360 controllers.