Instructions
Retail Games
Press the power button on the front of the Xbox 360 console. This will power it on.
Press the "Eject" button on the disc tray, located next to the power button.
Remove the Sega disc from its case.
Place the disc onto the disc tray. Press the "Eject" button again to close the tray. Wait for the Sega game to load.
Arcade Games
Navigate to the "Game Marketplace" section.
Press "A" to enter the Game Marketplace.
Navigate down to "Arcade Games." Move over to "Browse." Sega's old games are released on the Xbox 360 LIVE Arcade, so this is where they would be stored. Press "A."
Navigate down to "S" and press "A." Navigate down to "Sega" and press "A."
Press "A" to purchase any of the Sega titles you prefer. Press "A" on "Play Now" when you have downloaded a game.