Believe it or not, yes, for some single player games it is possible to transfer saves. The problem is that you will need some way of accessing your Xbox 360's file system to extract the data, such as with a program like USB XTAF Explorer. once you do that, some games are as simple as dropping the save into your PC game's saves folder. I'm not sure about Skyrim because I've never played it, but this does work on the Fallout games which run on essentially the same engine.
Also, if it isn't possible with to do this with Skyrim for whatever reason, you can just head over to
the Skyrim Nexus (link) and search for saves. Most will include instructions on how to use them and what the characters stats are.
Edit: Ah, yes, it does indeed work for Skyrim, but it isn't quite as drag and drop as it is for Fallout. Here's a guide to doing it here:
Link