Aatami: After surfing the Alan Wake official forum, it is confirmed that it IS coming to PC, and not just Xbox. When they said exclusive to Xbox, they meant in terms of consoles.
They obviously meant it is not coming to PC. This is what a guy from MS apparently said:
"Some games are more suited for the intimacy of the PC, and others are best played from the couch in front of a larger TV screen. We ultimately realised that the most compelling way to experience "Alan Wake" was on the Xbox 360 platform, so we focused on making it an Xbox 360 exclusive. Both Microsoft and Remedy have long histories in PC game development. This decision was about matching this specific game to the right platform."
I guess that's why they released Halo Wars on XBox.