If you don't have a support game (007/splitercell etc) & a memory card, the only way to go about it is hot swapping. Only problem is you have to open the Xbox, which can be a pain in the arse if you aren't confident in such things, in which case getting a memory card, or making one by joining an xbox cable/usb cable (which is what I did
) and a supported title isn't too much mucking around. Xbox games sell for like 5 bucks, just call around and get a support title/memory card, shouldn't cost more then $20.
I found the whole Xbox modding scene EXTREMELY confusing, because there's no clear indication of what method works best, so trying to work out the safest and easiest way was a bit overwhelming.
Hot swap is cheap but can be confusing if you aren't confident in what you're doing.
OR
Softmod with a supported game/memory card. Easiest and safest way imo, but costs money!