Many people seem to have trouble with putting a Borderlands 2 gamesave onto their hard drive, because:
It's slightly different then other games,
And some people are new to gamesaves.

Step one - Move the gamesave onto your desktop
Step two - open up horizon, and drag the save into it.
Step three - From the device explorer, open your own BL2 save
Step four - Copy + paste the id's of your save into the downloaded gamesave
Step five - Rehash and resign the downloaded save and close both of the boxes
Step six - Under the BL2 section of the device explorer, right click, select inject and choose the downloaded save
Step seven - If it asks for a profile, press 'skip', if not, close Horizon, put the USB in your xbox 360, and begin playing.