John Lee send me this link describing the code that his team is using for a thread controlling the wiimote vibration. He thinks it can also be ported to a xbox controller:

http://cs.nyu.edu/~jl205/2007/fall/games/071126/WiimoteRumbleWorker.cs

This is the wiimote library that they are using:

http://blogs.msdn.com/coding4fun/archive/2007/03/14/1879033.aspx