If you're using DLC installer with update you need to create content folder in CDXU folder. In that content folder you need to copy $U folder from content folder in DLC installer parent directory itself. You need to run default.xbe from CDXU in order to install update first. After you update the game then run default.xbe from parent directory of dlc installer and install dlcs. Remember, you need a save game in order for this method to work.
However if you're not using installer then read this: http://www.se7ensins.com/forums/threads/original-xbox-dlc-on-jtag-360.196882/