Xexmenu 1.1 Xbox 360
to copy the XeXMenu file from the USB to the internal Hard Drive. Navigation & Controls : Switch between the file browser, game list, and settings. D-Pad Left/Right : Change the active storage device (HDD, USB, Flash).
XeXMenu is often the first application users install because it provides low-level access to the console's file system. File Management: Xexmenu 1.1 Xbox 360
This is normal. Some game XEX files require a matching TU. Either download the correct TU or, if you are launching a disc-based game, insert the original disc. to copy the XeXMenu file from the USB