You need to get XEXMenu http://www.megaupload.com/?d=ODPO6D12 (code9999 folder) or http://www.megaupload.com/?d=OHW7CB4E (for ISO) and install to your xbox hard drive.
To do this you have two options.
1) Burned CD/DVD using XeXMenu 1.1.iso
Use the file browser to copy (using the "X" button) the directory
"C0DE9999" to the 360 HDD from a USB flash drive to:
2) Transfer Cable
Use appropriate software to copy the directory "C0DE9999" to 360 HDD at:
Go to Game Library.
Run the game demo listed as "XeXMenu".
You never know, some people get on here and are like "why won't homebrew run on my retail 360?" so you always have to ask.
Anyway if it doesn't show up under game demos its probably in the wrong folder.
The path is: HDD1:/Partition3/Content/0000000000000000/C0DE9999/00080000/C0DE99990F586558
where the O in C0DE is actually a zero.