I have just recently purchased one myself, but i do know that you need to download and install the xex menu onto your hdd. For more on Jtags i would talk to someone who is a lot more experienced with them than i am!

you should have done more research on Jtag's RGH's before buying one.

i would really re-post this later in the afternoon so more people can see this.

heres some tips.

1 don't connect to xbox live
2 don't download files for infectable challenge lobbies there going to be fake and might brick your jtag
3 to put a game on xex menu create a folder press y then copy dvd, put the game in tray and let it copy files.
4 backup files such as original default.xex and default_mp.xex
5 download a freestyle dashboard they come in handy.
6 don't mess around with your fan speed
7 if its a xenon keep it cool and don't play it for to long a day as its unreliable and get RROD quicker than most.
8 if you get a black screen when loading a mod keep calm and restart your xbox, only panic if it won't turn on again.
9 do not try online methods the only current legit 1's are not free and not worth money and any free ones will just get you banned as they do not work.

hope this helped you for more help just follow me on twitter and ill reply to any of your questions. [ Register or Signin to view external links. ]

ask jtag-galore he is pro in that stuff